Score of ANOVA in selected features

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 ?

Topic anova score feature-selection

Category Data Science

1
answered at

You have misunderstood what the anova returns. It returns a list of importance for each feature.

So, it is not number of features selected but should be index of each feature in the plot. Thus the confusion clears up.

The plot shows that, for example, 45th feature and 65th feature are more important.

Reference:

  1. SelectKBest

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