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doc/whats_new/upcoming_changes/sklearn.feature_selection/31107.fix.rst
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+- :class:`feature_selection.SelectFromModel` now correctly works when the estimator
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+ is an instance of :class:`linear_model.ElasticNetCV` with its `l1_ratio` parameter
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+ being an array-like.
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+ By :user:`Vasco Pereira <vasco-s-pereira>`.
sklearn/feature_selection/_from_model.py
@@ -35,11 +35,18 @@ def _calculate_threshold(estimator, importances, threshold):
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est_name = estimator.__class__.__name__
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is_l1_penalized = hasattr(estimator, "penalty") and estimator.penalty == "l1"
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is_lasso = "Lasso" in est_name
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- is_elasticnet_l1_penalized = "ElasticNet" in est_name and (
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- (hasattr(estimator, "l1_ratio_") and np.isclose(estimator.l1_ratio_, 1.0))
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- or (hasattr(estimator, "l1_ratio") and np.isclose(estimator.l1_ratio, 1.0))
+ is_elasticnet_l1_penalized = est_name == "ElasticNet" and (
+ hasattr(estimator, "l1_ratio") and np.isclose(estimator.l1_ratio, 1.0)
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)
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- if is_l1_penalized or is_lasso or is_elasticnet_l1_penalized:
+ is_elasticnetcv_l1_penalized = est_name == "ElasticNetCV" and (
+ hasattr(estimator, "l1_ratio_") and np.isclose(estimator.l1_ratio_, 1.0)
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+ )
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+ if (
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+ is_l1_penalized
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+ or is_lasso
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+ or is_elasticnet_l1_penalized
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+ or is_elasticnetcv_l1_penalized
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+ ):
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# the natural default threshold is 0 when l1 penalty was used
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threshold = 1e-5
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else:
sklearn/feature_selection/tests/test_from_model.py
@@ -8,7 +8,7 @@
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from sklearn import datasets
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from sklearn.base import BaseEstimator
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from sklearn.cross_decomposition import CCA, PLSCanonical, PLSRegression
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-from sklearn.datasets import make_friedman1
+from sklearn.datasets import make_friedman1, make_regression
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from sklearn.decomposition import PCA
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from sklearn.ensemble import HistGradientBoostingClassifier, RandomForestClassifier
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from sklearn.exceptions import NotFittedError
@@ -489,6 +489,21 @@ def test_prefit_max_features():
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model.transform(data)
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+def test_get_feature_names_out_elasticnetcv():
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+ """Check if ElasticNetCV works with a list of floats.
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+
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+ Non-regression test for #30936."""
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+ X, y = make_regression(n_features=5, n_informative=3, random_state=0)
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+ estimator = ElasticNetCV(l1_ratio=[0.25, 0.5, 0.75], random_state=0)
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+ selector = SelectFromModel(estimator=estimator)
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+ selector.fit(X, y)
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+ names_out = selector.get_feature_names_out()
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+ mask = selector.get_support()
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+ expected = np.array([f"x{i}" for i in range(X.shape[1])])[mask]
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+ assert_array_equal(names_out, expected)
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def test_prefit_get_feature_names_out():
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"""Check the interaction between prefit and the feature names."""
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clf = RandomForestClassifier(n_estimators=2, random_state=0)