Python方差特征过滤的实现

def variance_demo():

    """

    过滤低方差特征

    :return:

    """

    # 1. 获取数据

    data = pd.read_csv('factor_returns.csv')

    data = data.iloc[:, 1:-2]

    print('data:\n', data)

    # 2. 实例化一个转换器类

    transfer = VarianceThreshold(threshold=10)

    # 3. 调用fit_transform()

    data_new = transfer.fit_transform(data)

    print('data_new:\n', data_new, data_new.shape)

    return None