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