I selected features using ANOVA (because I have Numerical data as input and Categorical data as target):
anova = SelectKBest(score_func=f_classif, k='all') anova.fit(X_train, y_train.values.argmax(1)) # y_train.values.argmax(1) because I already one-hot-encoded the target.
When I plot the score, it show me the figure in image :
plt.xlabel("Number of features selected") plt.ylabel("Score (nb of correct classifications)") plt.plot(range(len(anova.scores_)), anova1.scores_) plt.show()
What does the interpretation of this figure ? why there is some interruption in the plot ?