Example: Feature selection using SelectFromModel and LassoCV

Feature selection using SelectFromModel and LassoCV

Use SelectFromModel meta-transformer along with Lasso to select the best couple of features from the Boston dataset.

# Author: Manoj Kumar <mks542@nyu.edu>
# License: BSD 3 clause

print(__doc__)

import matplotlib.pyplot as plt
import numpy as np

from sklearn.datasets import load_boston
from sklearn.feature_selection import SelectFromModel
from sklearn.linear_model import LassoCV

# Load the boston dataset.
boston = load_boston()
X, y = boston['data'], boston['target']

# We use the base estimator LassoCV since the L1 norm promotes sparsity of	          			          		
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