sklearn univariate feature selection

Question

I am trying to use sklearn univariate feature selection to filter out irrelevant features:

ufs = feature_selection.SelectPercentile(feature_selection.f_classif, percentile = 60)
X_default_cvtrain = ufs.fit_transform( X_cvtrain, Y_cvtrain )

However, I get this warning:

UserWarning: Duplicate scores. Result may depend on feature ordering.
             There are probably duplicate features, or you used a classification score for a regression task.
warn("Duplicate scores. Result may depend on feature ordering."

What does it mean? What is going on here?

Thanks.

Answer 1

It means that there are duplicate scores, so the selected features depend on the feature ordering. A probable cause is that you have duplicate features.