demo_rfe.py

# This code is supporting material for the book
# Building Machine Learning Systems with Python
# by Willi Richert and Luis Pedro Coelho
# published by PACKT Publishing
#
# It is made available under the MIT License

from sklearn.feature_selection import RFE
from sklearn.linear_model import LogisticRegression

from sklearn.datasets import make_classification

X, y = make_classification(
    n_samples=100, n_features=10, n_informative=3, random_state=0)

clf = LogisticRegression()
clf.fit(X, y)

for i in range(1, 11):
    selector = RFE(clf, i)
    selector = selector.fit(X, y)
    print("%i\t%s\t%s" % (i, selector.support_, selector.ranking_))