some new features

.venv/lib/python3.12/site-packages/sklearn/feature_selection/tests/test_base.py

@@ -0,0 +1,153 @@
+import numpy as np
+import pytest
+from numpy.testing import assert_array_equal
+
+from sklearn.base import BaseEstimator
+from sklearn.feature_selection._base import SelectorMixin
+from sklearn.utils.fixes import CSC_CONTAINERS
+
+
+class StepSelector(SelectorMixin, BaseEstimator):
+    """Retain every `step` features (beginning with 0).
+
+    If `step < 1`, then no features are selected.
+    """
+
+    def __init__(self, step=2):
+        self.step = step
+
+    def fit(self, X, y=None):
+        X = self._validate_data(X, accept_sparse="csc")
+        return self
+
+    def _get_support_mask(self):
+        mask = np.zeros(self.n_features_in_, dtype=bool)
+        if self.step >= 1:
+            mask[:: self.step] = True
+        return mask
+
+
+support = [True, False] * 5
+support_inds = [0, 2, 4, 6, 8]
+X = np.arange(20).reshape(2, 10)
+Xt = np.arange(0, 20, 2).reshape(2, 5)
+Xinv = X.copy()
+Xinv[:, 1::2] = 0
+y = [0, 1]
+feature_names = list("ABCDEFGHIJ")
+feature_names_t = feature_names[::2]
+feature_names_inv = np.array(feature_names)
+feature_names_inv[1::2] = ""
+
+
+def test_transform_dense():
+    sel = StepSelector()
+    Xt_actual = sel.fit(X, y).transform(X)
+    Xt_actual2 = StepSelector().fit_transform(X, y)
+    assert_array_equal(Xt, Xt_actual)
+    assert_array_equal(Xt, Xt_actual2)
+
+    # Check dtype matches
+    assert np.int32 == sel.transform(X.astype(np.int32)).dtype
+    assert np.float32 == sel.transform(X.astype(np.float32)).dtype
+
+    # Check 1d list and other dtype:
+    names_t_actual = sel.transform([feature_names])
+    assert_array_equal(feature_names_t, names_t_actual.ravel())
+
+    # Check wrong shape raises error
+    with pytest.raises(ValueError):
+        sel.transform(np.array([[1], [2]]))
+
+
+@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
+def test_transform_sparse(csc_container):
+    X_sp = csc_container(X)
+    sel = StepSelector()
+    Xt_actual = sel.fit(X_sp).transform(X_sp)
+    Xt_actual2 = sel.fit_transform(X_sp)
+    assert_array_equal(Xt, Xt_actual.toarray())
+    assert_array_equal(Xt, Xt_actual2.toarray())
+
+    # Check dtype matches
+    assert np.int32 == sel.transform(X_sp.astype(np.int32)).dtype
+    assert np.float32 == sel.transform(X_sp.astype(np.float32)).dtype
+
+    # Check wrong shape raises error
+    with pytest.raises(ValueError):
+        sel.transform(np.array([[1], [2]]))
+
+
+def test_inverse_transform_dense():
+    sel = StepSelector()
+    Xinv_actual = sel.fit(X, y).inverse_transform(Xt)
+    assert_array_equal(Xinv, Xinv_actual)
+
+    # Check dtype matches
+    assert np.int32 == sel.inverse_transform(Xt.astype(np.int32)).dtype
+    assert np.float32 == sel.inverse_transform(Xt.astype(np.float32)).dtype
+
+    # Check 1d list and other dtype:
+    names_inv_actual = sel.inverse_transform([feature_names_t])
+    assert_array_equal(feature_names_inv, names_inv_actual.ravel())
+
+    # Check wrong shape raises error
+    with pytest.raises(ValueError):
+        sel.inverse_transform(np.array([[1], [2]]))
+
+
+@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
+def test_inverse_transform_sparse(csc_container):
+    X_sp = csc_container(X)
+    Xt_sp = csc_container(Xt)
+    sel = StepSelector()
+    Xinv_actual = sel.fit(X_sp).inverse_transform(Xt_sp)
+    assert_array_equal(Xinv, Xinv_actual.toarray())
+
+    # Check dtype matches
+    assert np.int32 == sel.inverse_transform(Xt_sp.astype(np.int32)).dtype
+    assert np.float32 == sel.inverse_transform(Xt_sp.astype(np.float32)).dtype
+
+    # Check wrong shape raises error
+    with pytest.raises(ValueError):
+        sel.inverse_transform(np.array([[1], [2]]))
+
+
+def test_get_support():
+    sel = StepSelector()
+    sel.fit(X, y)
+    assert_array_equal(support, sel.get_support())
+    assert_array_equal(support_inds, sel.get_support(indices=True))
+
+
+def test_output_dataframe():
+    """Check output dtypes for dataframes is consistent with the input dtypes."""
+    pd = pytest.importorskip("pandas")
+
+    X = pd.DataFrame(
+        {
+            "a": pd.Series([1.0, 2.4, 4.5], dtype=np.float32),
+            "b": pd.Series(["a", "b", "a"], dtype="category"),
+            "c": pd.Series(["j", "b", "b"], dtype="category"),
+            "d": pd.Series([3.0, 2.4, 1.2], dtype=np.float64),
+        }
+    )
+
+    for step in [2, 3]:
+        sel = StepSelector(step=step).set_output(transform="pandas")
+        sel.fit(X)
+
+        output = sel.transform(X)
+        for name, dtype in output.dtypes.items():
+            assert dtype == X.dtypes[name]
+
+    # step=0 will select nothing
+    sel0 = StepSelector(step=0).set_output(transform="pandas")
+    sel0.fit(X, y)
+
+    msg = "No features were selected"
+    with pytest.warns(UserWarning, match=msg):
+        output0 = sel0.transform(X)
+
+    assert_array_equal(output0.index, X.index)
+    assert output0.shape == (X.shape[0], 0)

.venv/lib/python3.12/site-packages/sklearn/feature_selection/tests/test_chi2.py

@@ -0,0 +1,93 @@
+"""
+Tests for chi2, currently the only feature selection function designed
+specifically to work with sparse matrices.
+"""
+
+import warnings
+
+import numpy as np
+import pytest
+import scipy.stats
+
+from sklearn.feature_selection import SelectKBest, chi2
+from sklearn.feature_selection._univariate_selection import _chisquare
+from sklearn.utils._testing import assert_array_almost_equal, assert_array_equal
+from sklearn.utils.fixes import COO_CONTAINERS, CSR_CONTAINERS
+
+# Feature 0 is highly informative for class 1;
+# feature 1 is the same everywhere;
+# feature 2 is a bit informative for class 2.
+X = [[2, 1, 2], [9, 1, 1], [6, 1, 2], [0, 1, 2]]
+y = [0, 1, 2, 2]
+
+
+def mkchi2(k):
+    """Make k-best chi2 selector"""
+    return SelectKBest(chi2, k=k)
+
+
+@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
+def test_chi2(csr_container):
+    # Test Chi2 feature extraction
+
+    chi2 = mkchi2(k=1).fit(X, y)
+    chi2 = mkchi2(k=1).fit(X, y)
+    assert_array_equal(chi2.get_support(indices=True), [0])
+    assert_array_equal(chi2.transform(X), np.array(X)[:, [0]])
+
+    chi2 = mkchi2(k=2).fit(X, y)
+    assert_array_equal(sorted(chi2.get_support(indices=True)), [0, 2])
+
+    Xsp = csr_container(X, dtype=np.float64)
+    chi2 = mkchi2(k=2).fit(Xsp, y)
+    assert_array_equal(sorted(chi2.get_support(indices=True)), [0, 2])
+    Xtrans = chi2.transform(Xsp)
+    assert_array_equal(Xtrans.shape, [Xsp.shape[0], 2])
+
+    # == doesn't work on scipy.sparse matrices
+    Xtrans = Xtrans.toarray()
+    Xtrans2 = mkchi2(k=2).fit_transform(Xsp, y).toarray()
+    assert_array_almost_equal(Xtrans, Xtrans2)
+
+
+@pytest.mark.parametrize("coo_container", COO_CONTAINERS)
+def test_chi2_coo(coo_container):
+    # Check that chi2 works with a COO matrix
+    # (as returned by CountVectorizer, DictVectorizer)
+    Xcoo = coo_container(X)
+    mkchi2(k=2).fit_transform(Xcoo, y)
+    # if we got here without an exception, we're safe
+
+
+@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
+def test_chi2_negative(csr_container):
+    # Check for proper error on negative numbers in the input X.
+    X, y = [[0, 1], [-1e-20, 1]], [0, 1]
+    for X in (X, np.array(X), csr_container(X)):
+        with pytest.raises(ValueError):
+            chi2(X, y)
+
+
+def test_chi2_unused_feature():
+    # Unused feature should evaluate to NaN
+    # and should issue no runtime warning
+    with warnings.catch_warnings(record=True) as warned:
+        warnings.simplefilter("always")
+        chi, p = chi2([[1, 0], [0, 0]], [1, 0])
+        for w in warned:
+            if "divide by zero" in repr(w):
+                raise AssertionError("Found unexpected warning %s" % w)
+    assert_array_equal(chi, [1, np.nan])
+    assert_array_equal(p[1], np.nan)
+
+
+def test_chisquare():
+    # Test replacement for scipy.stats.chisquare against the original.
+    obs = np.array([[2.0, 2.0], [1.0, 1.0]])
+    exp = np.array([[1.5, 1.5], [1.5, 1.5]])
+    # call SciPy first because our version overwrites obs
+    chi_scp, p_scp = scipy.stats.chisquare(obs, exp)
+    chi_our, p_our = _chisquare(obs, exp)
+
+    assert_array_almost_equal(chi_scp, chi_our)
+    assert_array_almost_equal(p_scp, p_our)

.venv/lib/python3.12/site-packages/sklearn/feature_selection/tests/test_from_model.py

@@ -0,0 +1,684 @@
+import re
+import warnings
+from unittest.mock import Mock
+
+import numpy as np
+import pytest
+
+from sklearn import datasets
+from sklearn.base import BaseEstimator
+from sklearn.cross_decomposition import CCA, PLSCanonical, PLSRegression
+from sklearn.datasets import make_friedman1
+from sklearn.decomposition import PCA
+from sklearn.ensemble import HistGradientBoostingClassifier, RandomForestClassifier
+from sklearn.exceptions import NotFittedError
+from sklearn.feature_selection import SelectFromModel
+from sklearn.linear_model import (
+    ElasticNet,
+    ElasticNetCV,
+    Lasso,
+    LassoCV,
+    LinearRegression,
+    LogisticRegression,
+    PassiveAggressiveClassifier,
+    SGDClassifier,
+)
+from sklearn.pipeline import make_pipeline
+from sklearn.svm import LinearSVC
+from sklearn.utils._testing import (
+    MinimalClassifier,
+    assert_allclose,
+    assert_array_almost_equal,
+    assert_array_equal,
+    skip_if_32bit,
+)
+
+
+class NaNTag(BaseEstimator):
+    def _more_tags(self):
+        return {"allow_nan": True}
+
+
+class NoNaNTag(BaseEstimator):
+    def _more_tags(self):
+        return {"allow_nan": False}
+
+
+class NaNTagRandomForest(RandomForestClassifier):
+    def _more_tags(self):
+        return {"allow_nan": True}
+
+
+iris = datasets.load_iris()
+data, y = iris.data, iris.target
+rng = np.random.RandomState(0)
+
+
+def test_invalid_input():
+    clf = SGDClassifier(
+        alpha=0.1, max_iter=10, shuffle=True, random_state=None, tol=None
+    )
+    for threshold in ["gobbledigook", ".5 * gobbledigook"]:
+        model = SelectFromModel(clf, threshold=threshold)
+        model.fit(data, y)
+        with pytest.raises(ValueError):
+            model.transform(data)
+
+
+def test_input_estimator_unchanged():
+    # Test that SelectFromModel fits on a clone of the estimator.
+    est = RandomForestClassifier()
+    transformer = SelectFromModel(estimator=est)
+    transformer.fit(data, y)
+    assert transformer.estimator is est
+
+
+@pytest.mark.parametrize(
+    "max_features, err_type, err_msg",
+    [
+        (
+            data.shape[1] + 1,
+            ValueError,
+            "max_features ==",
+        ),
+        (
+            lambda X: 1.5,
+            TypeError,
+            "max_features must be an instance of int, not float.",
+        ),
+        (
+            lambda X: data.shape[1] + 1,
+            ValueError,
+            "max_features ==",
+        ),
+        (
+            lambda X: -1,
+            ValueError,
+            "max_features ==",
+        ),
+    ],
+)
+def test_max_features_error(max_features, err_type, err_msg):
+    err_msg = re.escape(err_msg)
+    clf = RandomForestClassifier(n_estimators=5, random_state=0)
+
+    transformer = SelectFromModel(
+        estimator=clf, max_features=max_features, threshold=-np.inf
+    )
+    with pytest.raises(err_type, match=err_msg):
+        transformer.fit(data, y)
+
+
+@pytest.mark.parametrize("max_features", [0, 2, data.shape[1], None])
+def test_inferred_max_features_integer(max_features):
+    """Check max_features_ and output shape for integer max_features."""
+    clf = RandomForestClassifier(n_estimators=5, random_state=0)
+    transformer = SelectFromModel(
+        estimator=clf, max_features=max_features, threshold=-np.inf
+    )
+    X_trans = transformer.fit_transform(data, y)
+    if max_features is not None:
+        assert transformer.max_features_ == max_features
+        assert X_trans.shape[1] == transformer.max_features_
+    else:
+        assert not hasattr(transformer, "max_features_")
+        assert X_trans.shape[1] == data.shape[1]
+
+
+@pytest.mark.parametrize(
+    "max_features",
+    [lambda X: 1, lambda X: X.shape[1], lambda X: min(X.shape[1], 10000)],
+)
+def test_inferred_max_features_callable(max_features):
+    """Check max_features_ and output shape for callable max_features."""
+    clf = RandomForestClassifier(n_estimators=5, random_state=0)
+    transformer = SelectFromModel(
+        estimator=clf, max_features=max_features, threshold=-np.inf
+    )
+    X_trans = transformer.fit_transform(data, y)
+    assert transformer.max_features_ == max_features(data)
+    assert X_trans.shape[1] == transformer.max_features_
+
+
+@pytest.mark.parametrize("max_features", [lambda X: round(len(X[0]) / 2), 2])
+def test_max_features_array_like(max_features):
+    X = [
+        [0.87, -1.34, 0.31],
+        [-2.79, -0.02, -0.85],
+        [-1.34, -0.48, -2.55],
+        [1.92, 1.48, 0.65],
+    ]
+    y = [0, 1, 0, 1]
+
+    clf = RandomForestClassifier(n_estimators=5, random_state=0)
+    transformer = SelectFromModel(
+        estimator=clf, max_features=max_features, threshold=-np.inf
+    )
+    X_trans = transformer.fit_transform(X, y)
+    assert X_trans.shape[1] == transformer.max_features_
+
+
+@pytest.mark.parametrize(
+    "max_features",
+    [lambda X: min(X.shape[1], 10000), lambda X: X.shape[1], lambda X: 1],
+)
+def test_max_features_callable_data(max_features):
+    """Tests that the callable passed to `fit` is called on X."""
+    clf = RandomForestClassifier(n_estimators=50, random_state=0)
+    m = Mock(side_effect=max_features)
+    transformer = SelectFromModel(estimator=clf, max_features=m, threshold=-np.inf)
+    transformer.fit_transform(data, y)
+    m.assert_called_with(data)
+
+
+class FixedImportanceEstimator(BaseEstimator):
+    def __init__(self, importances):
+        self.importances = importances
+
+    def fit(self, X, y=None):
+        self.feature_importances_ = np.array(self.importances)
+
+
+def test_max_features():
+    # Test max_features parameter using various values
+    X, y = datasets.make_classification(
+        n_samples=1000,
+        n_features=10,
+        n_informative=3,
+        n_redundant=0,
+        n_repeated=0,
+        shuffle=False,
+        random_state=0,
+    )
+    max_features = X.shape[1]
+    est = RandomForestClassifier(n_estimators=50, random_state=0)
+
+    transformer1 = SelectFromModel(estimator=est, threshold=-np.inf)
+    transformer2 = SelectFromModel(
+        estimator=est, max_features=max_features, threshold=-np.inf
+    )
+    X_new1 = transformer1.fit_transform(X, y)
+    X_new2 = transformer2.fit_transform(X, y)
+    assert_allclose(X_new1, X_new2)
+
+    # Test max_features against actual model.
+    transformer1 = SelectFromModel(estimator=Lasso(alpha=0.025, random_state=42))
+    X_new1 = transformer1.fit_transform(X, y)
+    scores1 = np.abs(transformer1.estimator_.coef_)
+    candidate_indices1 = np.argsort(-scores1, kind="mergesort")
+
+    for n_features in range(1, X_new1.shape[1] + 1):
+        transformer2 = SelectFromModel(
+            estimator=Lasso(alpha=0.025, random_state=42),
+            max_features=n_features,
+            threshold=-np.inf,
+        )
+        X_new2 = transformer2.fit_transform(X, y)
+        scores2 = np.abs(transformer2.estimator_.coef_)
+        candidate_indices2 = np.argsort(-scores2, kind="mergesort")
+        assert_allclose(
+            X[:, candidate_indices1[:n_features]], X[:, candidate_indices2[:n_features]]
+        )
+    assert_allclose(transformer1.estimator_.coef_, transformer2.estimator_.coef_)
+
+
+def test_max_features_tiebreak():
+    # Test if max_features can break tie among feature importance
+    X, y = datasets.make_classification(
+        n_samples=1000,
+        n_features=10,
+        n_informative=3,
+        n_redundant=0,
+        n_repeated=0,
+        shuffle=False,
+        random_state=0,
+    )
+    max_features = X.shape[1]
+
+    feature_importances = np.array([4, 4, 4, 4, 3, 3, 3, 2, 2, 1])
+    for n_features in range(1, max_features + 1):
+        transformer = SelectFromModel(
+            FixedImportanceEstimator(feature_importances),
+            max_features=n_features,
+            threshold=-np.inf,
+        )
+        X_new = transformer.fit_transform(X, y)
+        selected_feature_indices = np.where(transformer._get_support_mask())[0]
+        assert_array_equal(selected_feature_indices, np.arange(n_features))
+        assert X_new.shape[1] == n_features
+
+
+def test_threshold_and_max_features():
+    X, y = datasets.make_classification(
+        n_samples=1000,
+        n_features=10,
+        n_informative=3,
+        n_redundant=0,
+        n_repeated=0,
+        shuffle=False,
+        random_state=0,
+    )
+    est = RandomForestClassifier(n_estimators=50, random_state=0)
+
+    transformer1 = SelectFromModel(estimator=est, max_features=3, threshold=-np.inf)
+    X_new1 = transformer1.fit_transform(X, y)
+
+    transformer2 = SelectFromModel(estimator=est, threshold=0.04)
+    X_new2 = transformer2.fit_transform(X, y)
+
+    transformer3 = SelectFromModel(estimator=est, max_features=3, threshold=0.04)
+    X_new3 = transformer3.fit_transform(X, y)
+    assert X_new3.shape[1] == min(X_new1.shape[1], X_new2.shape[1])
+    selected_indices = transformer3.transform(np.arange(X.shape[1])[np.newaxis, :])
+    assert_allclose(X_new3, X[:, selected_indices[0]])
+
+
+@skip_if_32bit
+def test_feature_importances():
+    X, y = datasets.make_classification(
+        n_samples=1000,
+        n_features=10,
+        n_informative=3,
+        n_redundant=0,
+        n_repeated=0,
+        shuffle=False,
+        random_state=0,
+    )
+
+    est = RandomForestClassifier(n_estimators=50, random_state=0)
+    for threshold, func in zip(["mean", "median"], [np.mean, np.median]):
+        transformer = SelectFromModel(estimator=est, threshold=threshold)
+        transformer.fit(X, y)
+        assert hasattr(transformer.estimator_, "feature_importances_")
+
+        X_new = transformer.transform(X)
+        assert X_new.shape[1] < X.shape[1]
+        importances = transformer.estimator_.feature_importances_
+
+        feature_mask = np.abs(importances) > func(importances)
+        assert_array_almost_equal(X_new, X[:, feature_mask])
+
+
+def test_sample_weight():
+    # Ensure sample weights are passed to underlying estimator
+    X, y = datasets.make_classification(
+        n_samples=100,
+        n_features=10,
+        n_informative=3,
+        n_redundant=0,
+        n_repeated=0,
+        shuffle=False,
+        random_state=0,
+    )
+
+    # Check with sample weights
+    sample_weight = np.ones(y.shape)
+    sample_weight[y == 1] *= 100
+
+    est = LogisticRegression(random_state=0, fit_intercept=False)
+    transformer = SelectFromModel(estimator=est)
+    transformer.fit(X, y, sample_weight=None)
+    mask = transformer._get_support_mask()
+    transformer.fit(X, y, sample_weight=sample_weight)
+    weighted_mask = transformer._get_support_mask()
+    assert not np.all(weighted_mask == mask)
+    transformer.fit(X, y, sample_weight=3 * sample_weight)
+    reweighted_mask = transformer._get_support_mask()
+    assert np.all(weighted_mask == reweighted_mask)
+
+
+@pytest.mark.parametrize(
+    "estimator",
+    [
+        Lasso(alpha=0.1, random_state=42),
+        LassoCV(random_state=42),
+        ElasticNet(l1_ratio=1, random_state=42),
+        ElasticNetCV(l1_ratio=[1], random_state=42),
+    ],
+)
+def test_coef_default_threshold(estimator):
+    X, y = datasets.make_classification(
+        n_samples=100,
+        n_features=10,
+        n_informative=3,
+        n_redundant=0,
+        n_repeated=0,
+        shuffle=False,
+        random_state=0,
+    )
+
+    # For the Lasso and related models, the threshold defaults to 1e-5
+    transformer = SelectFromModel(estimator=estimator)
+    transformer.fit(X, y)
+    X_new = transformer.transform(X)
+    mask = np.abs(transformer.estimator_.coef_) > 1e-5
+    assert_array_almost_equal(X_new, X[:, mask])
+
+
+@skip_if_32bit
+def test_2d_coef():
+    X, y = datasets.make_classification(
+        n_samples=1000,
+        n_features=10,
+        n_informative=3,
+        n_redundant=0,
+        n_repeated=0,
+        shuffle=False,
+        random_state=0,
+        n_classes=4,
+    )
+
+    est = LogisticRegression()
+    for threshold, func in zip(["mean", "median"], [np.mean, np.median]):
+        for order in [1, 2, np.inf]:
+            # Fit SelectFromModel a multi-class problem
+            transformer = SelectFromModel(
+                estimator=LogisticRegression(), threshold=threshold, norm_order=order
+            )
+            transformer.fit(X, y)
+            assert hasattr(transformer.estimator_, "coef_")
+            X_new = transformer.transform(X)
+            assert X_new.shape[1] < X.shape[1]
+
+            # Manually check that the norm is correctly performed
+            est.fit(X, y)
+            importances = np.linalg.norm(est.coef_, axis=0, ord=order)
+            feature_mask = importances > func(importances)
+            assert_array_almost_equal(X_new, X[:, feature_mask])
+
+
+def test_partial_fit():
+    est = PassiveAggressiveClassifier(
+        random_state=0, shuffle=False, max_iter=5, tol=None
+    )
+    transformer = SelectFromModel(estimator=est)
+    transformer.partial_fit(data, y, classes=np.unique(y))
+    old_model = transformer.estimator_
+    transformer.partial_fit(data, y, classes=np.unique(y))
+    new_model = transformer.estimator_
+    assert old_model is new_model
+
+    X_transform = transformer.transform(data)
+    transformer.fit(np.vstack((data, data)), np.concatenate((y, y)))
+    assert_array_almost_equal(X_transform, transformer.transform(data))
+
+    # check that if est doesn't have partial_fit, neither does SelectFromModel
+    transformer = SelectFromModel(estimator=RandomForestClassifier())
+    assert not hasattr(transformer, "partial_fit")
+
+
+def test_calling_fit_reinitializes():
+    est = LinearSVC(random_state=0)
+    transformer = SelectFromModel(estimator=est)
+    transformer.fit(data, y)
+    transformer.set_params(estimator__C=100)
+    transformer.fit(data, y)
+    assert transformer.estimator_.C == 100
+
+
+def test_prefit():
+    # Test all possible combinations of the prefit parameter.
+
+    # Passing a prefit parameter with the selected model
+    # and fitting a unfit model with prefit=False should give same results.
+    clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, random_state=0, tol=None)
+    model = SelectFromModel(clf)
+    model.fit(data, y)
+    X_transform = model.transform(data)
+    clf.fit(data, y)
+    model = SelectFromModel(clf, prefit=True)
+    assert_array_almost_equal(model.transform(data), X_transform)
+    model.fit(data, y)
+    assert model.estimator_ is not clf
+
+    # Check that the model is rewritten if prefit=False and a fitted model is
+    # passed
+    model = SelectFromModel(clf, prefit=False)
+    model.fit(data, y)
+    assert_array_almost_equal(model.transform(data), X_transform)
+
+    # Check that passing an unfitted estimator with `prefit=True` raises a
+    # `ValueError`
+    clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, random_state=0, tol=None)
+    model = SelectFromModel(clf, prefit=True)
+    err_msg = "When `prefit=True`, `estimator` is expected to be a fitted estimator."
+    with pytest.raises(NotFittedError, match=err_msg):
+        model.fit(data, y)
+    with pytest.raises(NotFittedError, match=err_msg):
+        model.partial_fit(data, y)
+    with pytest.raises(NotFittedError, match=err_msg):
+        model.transform(data)
+
+    # Check that the internal parameters of prefitted model are not changed
+    # when calling `fit` or `partial_fit` with `prefit=True`
+    clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, tol=None).fit(data, y)
+    model = SelectFromModel(clf, prefit=True)
+    model.fit(data, y)
+    assert_allclose(model.estimator_.coef_, clf.coef_)
+    model.partial_fit(data, y)
+    assert_allclose(model.estimator_.coef_, clf.coef_)
+
+
+def test_prefit_max_features():
+    """Check the interaction between `prefit` and `max_features`."""
+    # case 1: an error should be raised at `transform` if `fit` was not called to
+    # validate the attributes
+    estimator = RandomForestClassifier(n_estimators=5, random_state=0)
+    estimator.fit(data, y)
+    model = SelectFromModel(estimator, prefit=True, max_features=lambda X: X.shape[1])
+
+    err_msg = (
+        "When `prefit=True` and `max_features` is a callable, call `fit` "
+        "before calling `transform`."
+    )
+    with pytest.raises(NotFittedError, match=err_msg):
+        model.transform(data)
+
+    # case 2: `max_features` is not validated and different from an integer
+    # FIXME: we cannot validate the upper bound of the attribute at transform
+    # and we should force calling `fit` if we intend to force the attribute
+    # to have such an upper bound.
+    max_features = 2.5
+    model.set_params(max_features=max_features)
+    with pytest.raises(ValueError, match="`max_features` must be an integer"):
+        model.transform(data)
+
+
+def test_prefit_get_feature_names_out():
+    """Check the interaction between prefit and the feature names."""
+    clf = RandomForestClassifier(n_estimators=2, random_state=0)
+    clf.fit(data, y)
+    model = SelectFromModel(clf, prefit=True, max_features=1)
+
+    name = type(model).__name__
+    err_msg = (
+        f"This {name} instance is not fitted yet. Call 'fit' with "
+        "appropriate arguments before using this estimator."
+    )
+    with pytest.raises(NotFittedError, match=err_msg):
+        model.get_feature_names_out()
+
+    model.fit(data, y)
+    feature_names = model.get_feature_names_out()
+    assert feature_names == ["x3"]
+
+
+def test_threshold_string():
+    est = RandomForestClassifier(n_estimators=50, random_state=0)
+    model = SelectFromModel(est, threshold="0.5*mean")
+    model.fit(data, y)
+    X_transform = model.transform(data)
+
+    # Calculate the threshold from the estimator directly.
+    est.fit(data, y)
+    threshold = 0.5 * np.mean(est.feature_importances_)
+    mask = est.feature_importances_ > threshold
+    assert_array_almost_equal(X_transform, data[:, mask])
+
+
+def test_threshold_without_refitting():
+    # Test that the threshold can be set without refitting the model.
+    clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, random_state=0, tol=None)
+    model = SelectFromModel(clf, threshold="0.1 * mean")
+    model.fit(data, y)
+    X_transform = model.transform(data)
+
+    # Set a higher threshold to filter out more features.
+    model.threshold = "1.0 * mean"
+    assert X_transform.shape[1] > model.transform(data).shape[1]
+
+
+def test_fit_accepts_nan_inf():
+    # Test that fit doesn't check for np.inf and np.nan values.
+    clf = HistGradientBoostingClassifier(random_state=0)
+
+    model = SelectFromModel(estimator=clf)
+
+    nan_data = data.copy()
+    nan_data[0] = np.nan
+    nan_data[1] = np.inf
+
+    model.fit(data, y)
+
+
+def test_transform_accepts_nan_inf():
+    # Test that transform doesn't check for np.inf and np.nan values.
+    clf = NaNTagRandomForest(n_estimators=100, random_state=0)
+    nan_data = data.copy()
+
+    model = SelectFromModel(estimator=clf)
+    model.fit(nan_data, y)
+
+    nan_data[0] = np.nan
+    nan_data[1] = np.inf
+
+    model.transform(nan_data)
+
+
+def test_allow_nan_tag_comes_from_estimator():
+    allow_nan_est = NaNTag()
+    model = SelectFromModel(estimator=allow_nan_est)
+    assert model._get_tags()["allow_nan"] is True
+
+    no_nan_est = NoNaNTag()
+    model = SelectFromModel(estimator=no_nan_est)
+    assert model._get_tags()["allow_nan"] is False
+
+
+def _pca_importances(pca_estimator):
+    return np.abs(pca_estimator.explained_variance_)
+
+
+@pytest.mark.parametrize(
+    "estimator, importance_getter",
+    [
+        (
+            make_pipeline(PCA(random_state=0), LogisticRegression()),
+            "named_steps.logisticregression.coef_",
+        ),
+        (PCA(random_state=0), _pca_importances),
+    ],
+)
+def test_importance_getter(estimator, importance_getter):
+    selector = SelectFromModel(
+        estimator, threshold="mean", importance_getter=importance_getter
+    )
+    selector.fit(data, y)
+    assert selector.transform(data).shape[1] == 1
+
+
+@pytest.mark.parametrize("PLSEstimator", [CCA, PLSCanonical, PLSRegression])
+def test_select_from_model_pls(PLSEstimator):
+    """Check the behaviour of SelectFromModel with PLS estimators.
+
+    Non-regression test for:
+    https://github.com/scikit-learn/scikit-learn/issues/12410
+    """
+    X, y = make_friedman1(n_samples=50, n_features=10, random_state=0)
+    estimator = PLSEstimator(n_components=1)
+    model = make_pipeline(SelectFromModel(estimator), estimator).fit(X, y)
+    assert model.score(X, y) > 0.5
+
+
+def test_estimator_does_not_support_feature_names():
+    """SelectFromModel works with estimators that do not support feature_names_in_.
+
+    Non-regression test for #21949.
+    """
+    pytest.importorskip("pandas")
+    X, y = datasets.load_iris(as_frame=True, return_X_y=True)
+    all_feature_names = set(X.columns)
+
+    def importance_getter(estimator):
+        return np.arange(X.shape[1])
+
+    selector = SelectFromModel(
+        MinimalClassifier(), importance_getter=importance_getter
+    ).fit(X, y)
+
+    # selector learns the feature names itself
+    assert_array_equal(selector.feature_names_in_, X.columns)
+
+    feature_names_out = set(selector.get_feature_names_out())
+    assert feature_names_out < all_feature_names
+
+    with warnings.catch_warnings():
+        warnings.simplefilter("error", UserWarning)
+
+        selector.transform(X.iloc[1:3])
+
+
+@pytest.mark.parametrize(
+    "error, err_msg, max_features",
+    (
+        [ValueError, "max_features == 10, must be <= 4", 10],
+        [ValueError, "max_features == 5, must be <= 4", lambda x: x.shape[1] + 1],
+    ),
+)
+def test_partial_fit_validate_max_features(error, err_msg, max_features):
+    """Test that partial_fit from SelectFromModel validates `max_features`."""
+    X, y = datasets.make_classification(
+        n_samples=100,
+        n_features=4,
+        random_state=0,
+    )
+
+    with pytest.raises(error, match=err_msg):
+        SelectFromModel(
+            estimator=SGDClassifier(), max_features=max_features
+        ).partial_fit(X, y, classes=[0, 1])
+
+
+@pytest.mark.parametrize("as_frame", [True, False])
+def test_partial_fit_validate_feature_names(as_frame):
+    """Test that partial_fit from SelectFromModel validates `feature_names_in_`."""
+    pytest.importorskip("pandas")
+    X, y = datasets.load_iris(as_frame=as_frame, return_X_y=True)
+
+    selector = SelectFromModel(estimator=SGDClassifier(), max_features=4).partial_fit(
+        X, y, classes=[0, 1, 2]
+    )
+    if as_frame:
+        assert_array_equal(selector.feature_names_in_, X.columns)
+    else:
+        assert not hasattr(selector, "feature_names_in_")
+
+
+def test_from_model_estimator_attribute_error():
+    """Check that we raise the proper AttributeError when the estimator
+    does not implement the `partial_fit` method, which is decorated with
+    `available_if`.
+
+    Non-regression test for:
+    https://github.com/scikit-learn/scikit-learn/issues/28108
+    """
+    # `LinearRegression` does not implement 'partial_fit' and should raise an
+    # AttributeError
+    from_model = SelectFromModel(estimator=LinearRegression())
+
+    outer_msg = "This 'SelectFromModel' has no attribute 'partial_fit'"
+    inner_msg = "'LinearRegression' object has no attribute 'partial_fit'"
+    with pytest.raises(AttributeError, match=outer_msg) as exec_info:
+        from_model.fit(data, y).partial_fit(data)
+    assert isinstance(exec_info.value.__cause__, AttributeError)
+    assert inner_msg in str(exec_info.value.__cause__)

.venv/lib/python3.12/site-packages/sklearn/feature_selection/tests/test_mutual_info.py

@@ -0,0 +1,270 @@
+import numpy as np
+import pytest
+
+from sklearn.datasets import make_classification, make_regression
+from sklearn.feature_selection import mutual_info_classif, mutual_info_regression
+from sklearn.feature_selection._mutual_info import _compute_mi
+from sklearn.utils import check_random_state
+from sklearn.utils._testing import (
+    assert_allclose,
+    assert_array_equal,
+)
+from sklearn.utils.fixes import CSR_CONTAINERS
+
+
+def test_compute_mi_dd():
+    # In discrete case computations are straightforward and can be done
+    # by hand on given vectors.
+    x = np.array([0, 1, 1, 0, 0])
+    y = np.array([1, 0, 0, 0, 1])
+
+    H_x = H_y = -(3 / 5) * np.log(3 / 5) - (2 / 5) * np.log(2 / 5)
+    H_xy = -1 / 5 * np.log(1 / 5) - 2 / 5 * np.log(2 / 5) - 2 / 5 * np.log(2 / 5)
+    I_xy = H_x + H_y - H_xy
+
+    assert_allclose(_compute_mi(x, y, x_discrete=True, y_discrete=True), I_xy)
+
+
+def test_compute_mi_cc(global_dtype):
+    # For two continuous variables a good approach is to test on bivariate
+    # normal distribution, where mutual information is known.
+
+    # Mean of the distribution, irrelevant for mutual information.
+    mean = np.zeros(2)
+
+    # Setup covariance matrix with correlation coeff. equal 0.5.
+    sigma_1 = 1
+    sigma_2 = 10
+    corr = 0.5
+    cov = np.array(
+        [
+            [sigma_1**2, corr * sigma_1 * sigma_2],
+            [corr * sigma_1 * sigma_2, sigma_2**2],
+        ]
+    )
+
+    # True theoretical mutual information.
+    I_theory = np.log(sigma_1) + np.log(sigma_2) - 0.5 * np.log(np.linalg.det(cov))
+
+    rng = check_random_state(0)
+    Z = rng.multivariate_normal(mean, cov, size=1000).astype(global_dtype, copy=False)
+
+    x, y = Z[:, 0], Z[:, 1]
+
+    # Theory and computed values won't be very close
+    # We here check with a large relative tolerance
+    for n_neighbors in [3, 5, 7]:
+        I_computed = _compute_mi(
+            x, y, x_discrete=False, y_discrete=False, n_neighbors=n_neighbors
+        )
+        assert_allclose(I_computed, I_theory, rtol=1e-1)
+
+
+def test_compute_mi_cd(global_dtype):
+    # To test define a joint distribution as follows:
+    # p(x, y) = p(x) p(y | x)
+    # X ~ Bernoulli(p)
+    # (Y | x = 0) ~ Uniform(-1, 1)
+    # (Y | x = 1) ~ Uniform(0, 2)
+
+    # Use the following formula for mutual information:
+    # I(X; Y) = H(Y) - H(Y | X)
+    # Two entropies can be computed by hand:
+    # H(Y) = -(1-p)/2 * ln((1-p)/2) - p/2*log(p/2) - 1/2*log(1/2)
+    # H(Y | X) = ln(2)
+
+    # Now we need to implement sampling from out distribution, which is
+    # done easily using conditional distribution logic.
+
+    n_samples = 1000
+    rng = check_random_state(0)
+
+    for p in [0.3, 0.5, 0.7]:
+        x = rng.uniform(size=n_samples) > p
+
+        y = np.empty(n_samples, global_dtype)
+        mask = x == 0
+        y[mask] = rng.uniform(-1, 1, size=np.sum(mask))
+        y[~mask] = rng.uniform(0, 2, size=np.sum(~mask))
+
+        I_theory = -0.5 * (
+            (1 - p) * np.log(0.5 * (1 - p)) + p * np.log(0.5 * p) + np.log(0.5)
+        ) - np.log(2)
+
+        # Assert the same tolerance.
+        for n_neighbors in [3, 5, 7]:
+            I_computed = _compute_mi(
+                x, y, x_discrete=True, y_discrete=False, n_neighbors=n_neighbors
+            )
+            assert_allclose(I_computed, I_theory, rtol=1e-1)
+
+
+def test_compute_mi_cd_unique_label(global_dtype):
+    # Test that adding unique label doesn't change MI.
+    n_samples = 100
+    x = np.random.uniform(size=n_samples) > 0.5
+
+    y = np.empty(n_samples, global_dtype)
+    mask = x == 0
+    y[mask] = np.random.uniform(-1, 1, size=np.sum(mask))
+    y[~mask] = np.random.uniform(0, 2, size=np.sum(~mask))
+
+    mi_1 = _compute_mi(x, y, x_discrete=True, y_discrete=False)
+
+    x = np.hstack((x, 2))
+    y = np.hstack((y, 10))
+    mi_2 = _compute_mi(x, y, x_discrete=True, y_discrete=False)
+
+    assert_allclose(mi_1, mi_2)
+
+
+# We are going test that feature ordering by MI matches our expectations.
+def test_mutual_info_classif_discrete(global_dtype):
+    X = np.array(
+        [[0, 0, 0], [1, 1, 0], [2, 0, 1], [2, 0, 1], [2, 0, 1]], dtype=global_dtype
+    )
+    y = np.array([0, 1, 2, 2, 1])
+
+    # Here X[:, 0] is the most informative feature, and X[:, 1] is weakly
+    # informative.
+    mi = mutual_info_classif(X, y, discrete_features=True)
+    assert_array_equal(np.argsort(-mi), np.array([0, 2, 1]))
+
+
+def test_mutual_info_regression(global_dtype):
+    # We generate sample from multivariate normal distribution, using
+    # transformation from initially uncorrelated variables. The zero
+    # variables after transformation is selected as the target vector,
+    # it has the strongest correlation with the variable 2, and
+    # the weakest correlation with the variable 1.
+    T = np.array([[1, 0.5, 2, 1], [0, 1, 0.1, 0.0], [0, 0.1, 1, 0.1], [0, 0.1, 0.1, 1]])
+    cov = T.dot(T.T)
+    mean = np.zeros(4)
+
+    rng = check_random_state(0)
+    Z = rng.multivariate_normal(mean, cov, size=1000).astype(global_dtype, copy=False)
+    X = Z[:, 1:]
+    y = Z[:, 0]
+
+    mi = mutual_info_regression(X, y, random_state=0)
+    assert_array_equal(np.argsort(-mi), np.array([1, 2, 0]))
+    # XXX: should mutual_info_regression be fixed to avoid
+    # up-casting float32 inputs to float64?
+    assert mi.dtype == np.float64
+
+
+def test_mutual_info_classif_mixed(global_dtype):
+    # Here the target is discrete and there are two continuous and one
+    # discrete feature. The idea of this test is clear from the code.
+    rng = check_random_state(0)
+    X = rng.rand(1000, 3).astype(global_dtype, copy=False)
+    X[:, 1] += X[:, 0]
+    y = ((0.5 * X[:, 0] + X[:, 2]) > 0.5).astype(int)
+    X[:, 2] = X[:, 2] > 0.5
+
+    mi = mutual_info_classif(X, y, discrete_features=[2], n_neighbors=3, random_state=0)
+    assert_array_equal(np.argsort(-mi), [2, 0, 1])
+    for n_neighbors in [5, 7, 9]:
+        mi_nn = mutual_info_classif(
+            X, y, discrete_features=[2], n_neighbors=n_neighbors, random_state=0
+        )
+        # Check that the continuous values have an higher MI with greater
+        # n_neighbors
+        assert mi_nn[0] > mi[0]
+        assert mi_nn[1] > mi[1]
+        # The n_neighbors should not have any effect on the discrete value
+        # The MI should be the same
+        assert mi_nn[2] == mi[2]
+
+
+@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
+def test_mutual_info_options(global_dtype, csr_container):
+    X = np.array(
+        [[0, 0, 0], [1, 1, 0], [2, 0, 1], [2, 0, 1], [2, 0, 1]], dtype=global_dtype
+    )
+    y = np.array([0, 1, 2, 2, 1], dtype=global_dtype)
+    X_csr = csr_container(X)
+
+    for mutual_info in (mutual_info_regression, mutual_info_classif):
+        with pytest.raises(ValueError):
+            mutual_info(X_csr, y, discrete_features=False)
+        with pytest.raises(ValueError):
+            mutual_info(X, y, discrete_features="manual")
+        with pytest.raises(ValueError):
+            mutual_info(X_csr, y, discrete_features=[True, False, True])
+        with pytest.raises(IndexError):
+            mutual_info(X, y, discrete_features=[True, False, True, False])
+        with pytest.raises(IndexError):
+            mutual_info(X, y, discrete_features=[1, 4])
+
+        mi_1 = mutual_info(X, y, discrete_features="auto", random_state=0)
+        mi_2 = mutual_info(X, y, discrete_features=False, random_state=0)
+        mi_3 = mutual_info(X_csr, y, discrete_features="auto", random_state=0)
+        mi_4 = mutual_info(X_csr, y, discrete_features=True, random_state=0)
+        mi_5 = mutual_info(X, y, discrete_features=[True, False, True], random_state=0)
+        mi_6 = mutual_info(X, y, discrete_features=[0, 2], random_state=0)
+
+        assert_allclose(mi_1, mi_2)
+        assert_allclose(mi_3, mi_4)
+        assert_allclose(mi_5, mi_6)
+
+        assert not np.allclose(mi_1, mi_3)
+
+
+@pytest.mark.parametrize("correlated", [True, False])
+def test_mutual_information_symmetry_classif_regression(correlated, global_random_seed):
+    """Check that `mutual_info_classif` and `mutual_info_regression` are
+    symmetric by switching the target `y` as `feature` in `X` and vice
+    versa.
+
+    Non-regression test for:
+    https://github.com/scikit-learn/scikit-learn/issues/23720
+    """
+    rng = np.random.RandomState(global_random_seed)
+    n = 100
+    d = rng.randint(10, size=n)
+
+    if correlated:
+        c = d.astype(np.float64)
+    else:
+        c = rng.normal(0, 1, size=n)
+
+    mi_classif = mutual_info_classif(
+        c[:, None], d, discrete_features=[False], random_state=global_random_seed
+    )
+
+    mi_regression = mutual_info_regression(
+        d[:, None], c, discrete_features=[True], random_state=global_random_seed
+    )
+
+    assert mi_classif == pytest.approx(mi_regression)
+
+
+def test_mutual_info_regression_X_int_dtype(global_random_seed):
+    """Check that results agree when X is integer dtype and float dtype.
+
+    Non-regression test for Issue #26696.
+    """
+    rng = np.random.RandomState(global_random_seed)
+    X = rng.randint(100, size=(100, 10))
+    X_float = X.astype(np.float64, copy=True)
+    y = rng.randint(100, size=100)
+
+    expected = mutual_info_regression(X_float, y, random_state=global_random_seed)
+    result = mutual_info_regression(X, y, random_state=global_random_seed)
+    assert_allclose(result, expected)
+
+
+@pytest.mark.parametrize(
+    "mutual_info_func, data_generator",
+    [
+        (mutual_info_regression, make_regression),
+        (mutual_info_classif, make_classification),
+    ],
+)
+def test_mutual_info_n_jobs(global_random_seed, mutual_info_func, data_generator):
+    """Check that results are consistent with different `n_jobs`."""
+    X, y = data_generator(random_state=global_random_seed)
+    single_job = mutual_info_func(X, y, random_state=global_random_seed, n_jobs=1)
+    multi_job = mutual_info_func(X, y, random_state=global_random_seed, n_jobs=2)
+    assert_allclose(single_job, multi_job)

.venv/lib/python3.12/site-packages/sklearn/feature_selection/tests/test_rfe.py

@@ -0,0 +1,668 @@
+"""
+Testing Recursive feature elimination
+"""
+
+from operator import attrgetter
+
+import numpy as np
+import pytest
+from numpy.testing import assert_allclose, assert_array_almost_equal, assert_array_equal
+
+from sklearn.base import BaseEstimator, ClassifierMixin
+from sklearn.compose import TransformedTargetRegressor
+from sklearn.cross_decomposition import CCA, PLSCanonical, PLSRegression
+from sklearn.datasets import load_iris, make_classification, make_friedman1
+from sklearn.ensemble import RandomForestClassifier
+from sklearn.feature_selection import RFE, RFECV
+from sklearn.impute import SimpleImputer
+from sklearn.linear_model import LinearRegression, LogisticRegression
+from sklearn.metrics import get_scorer, make_scorer, zero_one_loss
+from sklearn.model_selection import GroupKFold, cross_val_score
+from sklearn.pipeline import make_pipeline
+from sklearn.preprocessing import StandardScaler
+from sklearn.svm import SVC, SVR, LinearSVR
+from sklearn.utils import check_random_state
+from sklearn.utils._testing import ignore_warnings
+from sklearn.utils.fixes import CSR_CONTAINERS
+
+
+class MockClassifier:
+    """
+    Dummy classifier to test recursive feature elimination
+    """
+
+    def __init__(self, foo_param=0):
+        self.foo_param = foo_param
+
+    def fit(self, X, y):
+        assert len(X) == len(y)
+        self.coef_ = np.ones(X.shape[1], dtype=np.float64)
+        return self
+
+    def predict(self, T):
+        return T.shape[0]
+
+    predict_proba = predict
+    decision_function = predict
+    transform = predict
+
+    def score(self, X=None, y=None):
+        return 0.0
+
+    def get_params(self, deep=True):
+        return {"foo_param": self.foo_param}
+
+    def set_params(self, **params):
+        return self
+
+    def _more_tags(self):
+        return {"allow_nan": True}
+
+
+def test_rfe_features_importance():
+    generator = check_random_state(0)
+    iris = load_iris()
+    # Add some irrelevant features. Random seed is set to make sure that
+    # irrelevant features are always irrelevant.
+    X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
+    y = iris.target
+
+    clf = RandomForestClassifier(n_estimators=20, random_state=generator, max_depth=2)
+    rfe = RFE(estimator=clf, n_features_to_select=4, step=0.1)
+    rfe.fit(X, y)
+    assert len(rfe.ranking_) == X.shape[1]
+
+    clf_svc = SVC(kernel="linear")
+    rfe_svc = RFE(estimator=clf_svc, n_features_to_select=4, step=0.1)
+    rfe_svc.fit(X, y)
+
+    # Check if the supports are equal
+    assert_array_equal(rfe.get_support(), rfe_svc.get_support())
+
+
+@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
+def test_rfe(csr_container):
+    generator = check_random_state(0)
+    iris = load_iris()
+    # Add some irrelevant features. Random seed is set to make sure that
+    # irrelevant features are always irrelevant.
+    X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
+    X_sparse = csr_container(X)
+    y = iris.target
+
+    # dense model
+    clf = SVC(kernel="linear")
+    rfe = RFE(estimator=clf, n_features_to_select=4, step=0.1)
+    rfe.fit(X, y)
+    X_r = rfe.transform(X)
+    clf.fit(X_r, y)
+    assert len(rfe.ranking_) == X.shape[1]
+
+    # sparse model
+    clf_sparse = SVC(kernel="linear")
+    rfe_sparse = RFE(estimator=clf_sparse, n_features_to_select=4, step=0.1)
+    rfe_sparse.fit(X_sparse, y)
+    X_r_sparse = rfe_sparse.transform(X_sparse)
+
+    assert X_r.shape == iris.data.shape
+    assert_array_almost_equal(X_r[:10], iris.data[:10])
+
+    assert_array_almost_equal(rfe.predict(X), clf.predict(iris.data))
+    assert rfe.score(X, y) == clf.score(iris.data, iris.target)
+    assert_array_almost_equal(X_r, X_r_sparse.toarray())
+
+
+def test_RFE_fit_score_params():
+    # Make sure RFE passes the metadata down to fit and score methods of the
+    # underlying estimator
+    class TestEstimator(BaseEstimator, ClassifierMixin):
+        def fit(self, X, y, prop=None):
+            if prop is None:
+                raise ValueError("fit: prop cannot be None")
+            self.svc_ = SVC(kernel="linear").fit(X, y)
+            self.coef_ = self.svc_.coef_
+            return self
+
+        def score(self, X, y, prop=None):
+            if prop is None:
+                raise ValueError("score: prop cannot be None")
+            return self.svc_.score(X, y)
+
+    X, y = load_iris(return_X_y=True)
+    with pytest.raises(ValueError, match="fit: prop cannot be None"):
+        RFE(estimator=TestEstimator()).fit(X, y)
+    with pytest.raises(ValueError, match="score: prop cannot be None"):
+        RFE(estimator=TestEstimator()).fit(X, y, prop="foo").score(X, y)
+
+    RFE(estimator=TestEstimator()).fit(X, y, prop="foo").score(X, y, prop="foo")
+
+
+def test_rfe_percent_n_features():
+    # test that the results are the same
+    generator = check_random_state(0)
+    iris = load_iris()
+    # Add some irrelevant features. Random seed is set to make sure that
+    # irrelevant features are always irrelevant.
+    X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
+    y = iris.target
+    # there are 10 features in the data. We select 40%.
+    clf = SVC(kernel="linear")
+    rfe_num = RFE(estimator=clf, n_features_to_select=4, step=0.1)
+    rfe_num.fit(X, y)
+
+    rfe_perc = RFE(estimator=clf, n_features_to_select=0.4, step=0.1)
+    rfe_perc.fit(X, y)
+
+    assert_array_equal(rfe_perc.ranking_, rfe_num.ranking_)
+    assert_array_equal(rfe_perc.support_, rfe_num.support_)
+
+
+def test_rfe_mockclassifier():
+    generator = check_random_state(0)
+    iris = load_iris()
+    # Add some irrelevant features. Random seed is set to make sure that
+    # irrelevant features are always irrelevant.
+    X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
+    y = iris.target
+
+    # dense model
+    clf = MockClassifier()
+    rfe = RFE(estimator=clf, n_features_to_select=4, step=0.1)
+    rfe.fit(X, y)
+    X_r = rfe.transform(X)
+    clf.fit(X_r, y)
+    assert len(rfe.ranking_) == X.shape[1]
+    assert X_r.shape == iris.data.shape
+
+
+@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
+def test_rfecv(csr_container):
+    generator = check_random_state(0)
+    iris = load_iris()
+    # Add some irrelevant features. Random seed is set to make sure that
+    # irrelevant features are always irrelevant.
+    X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
+    y = list(iris.target)  # regression test: list should be supported
+
+    # Test using the score function
+    rfecv = RFECV(estimator=SVC(kernel="linear"), step=1)
+    rfecv.fit(X, y)
+    # non-regression test for missing worst feature:
+
+    for key in rfecv.cv_results_.keys():
+        assert len(rfecv.cv_results_[key]) == X.shape[1]
+
+    assert len(rfecv.ranking_) == X.shape[1]
+    X_r = rfecv.transform(X)
+
+    # All the noisy variable were filtered out
+    assert_array_equal(X_r, iris.data)
+
+    # same in sparse
+    rfecv_sparse = RFECV(estimator=SVC(kernel="linear"), step=1)
+    X_sparse = csr_container(X)
+    rfecv_sparse.fit(X_sparse, y)
+    X_r_sparse = rfecv_sparse.transform(X_sparse)
+    assert_array_equal(X_r_sparse.toarray(), iris.data)
+
+    # Test using a customized loss function
+    scoring = make_scorer(zero_one_loss, greater_is_better=False)
+    rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, scoring=scoring)
+    ignore_warnings(rfecv.fit)(X, y)
+    X_r = rfecv.transform(X)
+    assert_array_equal(X_r, iris.data)
+
+    # Test using a scorer
+    scorer = get_scorer("accuracy")
+    rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, scoring=scorer)
+    rfecv.fit(X, y)
+    X_r = rfecv.transform(X)
+    assert_array_equal(X_r, iris.data)
+
+    # Test fix on cv_results_
+    def test_scorer(estimator, X, y):
+        return 1.0
+
+    rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, scoring=test_scorer)
+    rfecv.fit(X, y)
+
+    # In the event of cross validation score ties, the expected behavior of
+    # RFECV is to return the FEWEST features that maximize the CV score.
+    # Because test_scorer always returns 1.0 in this example, RFECV should
+    # reduce the dimensionality to a single feature (i.e. n_features_ = 1)
+    assert rfecv.n_features_ == 1
+
+    # Same as the first two tests, but with step=2
+    rfecv = RFECV(estimator=SVC(kernel="linear"), step=2)
+    rfecv.fit(X, y)
+
+    for key in rfecv.cv_results_.keys():
+        assert len(rfecv.cv_results_[key]) == 6
+
+    assert len(rfecv.ranking_) == X.shape[1]
+    X_r = rfecv.transform(X)
+    assert_array_equal(X_r, iris.data)
+
+    rfecv_sparse = RFECV(estimator=SVC(kernel="linear"), step=2)
+    X_sparse = csr_container(X)
+    rfecv_sparse.fit(X_sparse, y)
+    X_r_sparse = rfecv_sparse.transform(X_sparse)
+    assert_array_equal(X_r_sparse.toarray(), iris.data)
+
+    # Verifying that steps < 1 don't blow up.
+    rfecv_sparse = RFECV(estimator=SVC(kernel="linear"), step=0.2)
+    X_sparse = csr_container(X)
+    rfecv_sparse.fit(X_sparse, y)
+    X_r_sparse = rfecv_sparse.transform(X_sparse)
+    assert_array_equal(X_r_sparse.toarray(), iris.data)
+
+
+def test_rfecv_mockclassifier():
+    generator = check_random_state(0)
+    iris = load_iris()
+    X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
+    y = list(iris.target)  # regression test: list should be supported
+
+    # Test using the score function
+    rfecv = RFECV(estimator=MockClassifier(), step=1)
+    rfecv.fit(X, y)
+    # non-regression test for missing worst feature:
+
+    for key in rfecv.cv_results_.keys():
+        assert len(rfecv.cv_results_[key]) == X.shape[1]
+
+    assert len(rfecv.ranking_) == X.shape[1]
+
+
+def test_rfecv_verbose_output():
+    # Check verbose=1 is producing an output.
+    import sys
+    from io import StringIO
+
+    sys.stdout = StringIO()
+
+    generator = check_random_state(0)
+    iris = load_iris()
+    X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
+    y = list(iris.target)
+
+    rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, verbose=1)
+    rfecv.fit(X, y)
+
+    verbose_output = sys.stdout
+    verbose_output.seek(0)
+    assert len(verbose_output.readline()) > 0
+
+
+def test_rfecv_cv_results_size(global_random_seed):
+    generator = check_random_state(global_random_seed)
+    iris = load_iris()
+    X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
+    y = list(iris.target)  # regression test: list should be supported
+
+    # Non-regression test for varying combinations of step and
+    # min_features_to_select.
+    for step, min_features_to_select in [[2, 1], [2, 2], [3, 3]]:
+        rfecv = RFECV(
+            estimator=MockClassifier(),
+            step=step,
+            min_features_to_select=min_features_to_select,
+        )
+        rfecv.fit(X, y)
+
+        score_len = np.ceil((X.shape[1] - min_features_to_select) / step) + 1
+
+        for key in rfecv.cv_results_.keys():
+            assert len(rfecv.cv_results_[key]) == score_len
+
+        assert len(rfecv.ranking_) == X.shape[1]
+        assert rfecv.n_features_ >= min_features_to_select
+
+
+def test_rfe_estimator_tags():
+    rfe = RFE(SVC(kernel="linear"))
+    assert rfe._estimator_type == "classifier"
+    # make sure that cross-validation is stratified
+    iris = load_iris()
+    score = cross_val_score(rfe, iris.data, iris.target)
+    assert score.min() > 0.7
+
+
+def test_rfe_min_step(global_random_seed):
+    n_features = 10
+    X, y = make_friedman1(
+        n_samples=50, n_features=n_features, random_state=global_random_seed
+    )
+    n_samples, n_features = X.shape
+    estimator = SVR(kernel="linear")
+
+    # Test when floor(step * n_features) <= 0
+    selector = RFE(estimator, step=0.01)
+    sel = selector.fit(X, y)
+    assert sel.support_.sum() == n_features // 2
+
+    # Test when step is between (0,1) and floor(step * n_features) > 0
+    selector = RFE(estimator, step=0.20)
+    sel = selector.fit(X, y)
+    assert sel.support_.sum() == n_features // 2
+
+    # Test when step is an integer
+    selector = RFE(estimator, step=5)
+    sel = selector.fit(X, y)
+    assert sel.support_.sum() == n_features // 2
+
+
+def test_number_of_subsets_of_features(global_random_seed):
+    # In RFE, 'number_of_subsets_of_features'
+    # = the number of iterations in '_fit'
+    # = max(ranking_)
+    # = 1 + (n_features + step - n_features_to_select - 1) // step
+    # After optimization #4534, this number
+    # = 1 + np.ceil((n_features - n_features_to_select) / float(step))
+    # This test case is to test their equivalence, refer to #4534 and #3824
+
+    def formula1(n_features, n_features_to_select, step):
+        return 1 + ((n_features + step - n_features_to_select - 1) // step)
+
+    def formula2(n_features, n_features_to_select, step):
+        return 1 + np.ceil((n_features - n_features_to_select) / float(step))
+
+    # RFE
+    # Case 1, n_features - n_features_to_select is divisible by step
+    # Case 2, n_features - n_features_to_select is not divisible by step
+    n_features_list = [11, 11]
+    n_features_to_select_list = [3, 3]
+    step_list = [2, 3]
+    for n_features, n_features_to_select, step in zip(
+        n_features_list, n_features_to_select_list, step_list
+    ):
+        generator = check_random_state(global_random_seed)
+        X = generator.normal(size=(100, n_features))
+        y = generator.rand(100).round()
+        rfe = RFE(
+            estimator=SVC(kernel="linear"),
+            n_features_to_select=n_features_to_select,
+            step=step,
+        )
+        rfe.fit(X, y)
+        # this number also equals to the maximum of ranking_
+        assert np.max(rfe.ranking_) == formula1(n_features, n_features_to_select, step)
+        assert np.max(rfe.ranking_) == formula2(n_features, n_features_to_select, step)
+
+    # In RFECV, 'fit' calls 'RFE._fit'
+    # 'number_of_subsets_of_features' of RFE
+    # = the size of each score in 'cv_results_' of RFECV
+    # = the number of iterations of the for loop before optimization #4534
+
+    # RFECV, n_features_to_select = 1
+    # Case 1, n_features - 1 is divisible by step
+    # Case 2, n_features - 1 is not divisible by step
+
+    n_features_to_select = 1
+    n_features_list = [11, 10]
+    step_list = [2, 2]
+    for n_features, step in zip(n_features_list, step_list):
+        generator = check_random_state(global_random_seed)
+        X = generator.normal(size=(100, n_features))
+        y = generator.rand(100).round()
+        rfecv = RFECV(estimator=SVC(kernel="linear"), step=step)
+        rfecv.fit(X, y)
+
+        for key in rfecv.cv_results_.keys():
+            assert len(rfecv.cv_results_[key]) == formula1(
+                n_features, n_features_to_select, step
+            )
+            assert len(rfecv.cv_results_[key]) == formula2(
+                n_features, n_features_to_select, step
+            )
+
+
+def test_rfe_cv_n_jobs(global_random_seed):
+    generator = check_random_state(global_random_seed)
+    iris = load_iris()
+    X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
+    y = iris.target
+
+    rfecv = RFECV(estimator=SVC(kernel="linear"))
+    rfecv.fit(X, y)
+    rfecv_ranking = rfecv.ranking_
+
+    rfecv_cv_results_ = rfecv.cv_results_
+
+    rfecv.set_params(n_jobs=2)
+    rfecv.fit(X, y)
+    assert_array_almost_equal(rfecv.ranking_, rfecv_ranking)
+
+    assert rfecv_cv_results_.keys() == rfecv.cv_results_.keys()
+    for key in rfecv_cv_results_.keys():
+        assert rfecv_cv_results_[key] == pytest.approx(rfecv.cv_results_[key])
+
+
+def test_rfe_cv_groups():
+    generator = check_random_state(0)
+    iris = load_iris()
+    number_groups = 4
+    groups = np.floor(np.linspace(0, number_groups, len(iris.target)))
+    X = iris.data
+    y = (iris.target > 0).astype(int)
+
+    est_groups = RFECV(
+        estimator=RandomForestClassifier(random_state=generator),
+        step=1,
+        scoring="accuracy",
+        cv=GroupKFold(n_splits=2),
+    )
+    est_groups.fit(X, y, groups=groups)
+    assert est_groups.n_features_ > 0
+
+
+@pytest.mark.parametrize(
+    "importance_getter", [attrgetter("regressor_.coef_"), "regressor_.coef_"]
+)
+@pytest.mark.parametrize("selector, expected_n_features", [(RFE, 5), (RFECV, 4)])
+def test_rfe_wrapped_estimator(importance_getter, selector, expected_n_features):
+    # Non-regression test for
+    # https://github.com/scikit-learn/scikit-learn/issues/15312
+    X, y = make_friedman1(n_samples=50, n_features=10, random_state=0)
+    estimator = LinearSVR(random_state=0)
+
+    log_estimator = TransformedTargetRegressor(
+        regressor=estimator, func=np.log, inverse_func=np.exp
+    )
+
+    selector = selector(log_estimator, importance_getter=importance_getter)
+    sel = selector.fit(X, y)
+    assert sel.support_.sum() == expected_n_features
+
+
+@pytest.mark.parametrize(
+    "importance_getter, err_type",
+    [
+        ("auto", ValueError),
+        ("random", AttributeError),
+        (lambda x: x.importance, AttributeError),
+    ],
+)
+@pytest.mark.parametrize("Selector", [RFE, RFECV])
+def test_rfe_importance_getter_validation(importance_getter, err_type, Selector):
+    X, y = make_friedman1(n_samples=50, n_features=10, random_state=42)
+    estimator = LinearSVR()
+    log_estimator = TransformedTargetRegressor(
+        regressor=estimator, func=np.log, inverse_func=np.exp
+    )
+
+    with pytest.raises(err_type):
+        model = Selector(log_estimator, importance_getter=importance_getter)
+        model.fit(X, y)
+
+
+@pytest.mark.parametrize("cv", [None, 5])
+def test_rfe_allow_nan_inf_in_x(cv):
+    iris = load_iris()
+    X = iris.data
+    y = iris.target
+
+    # add nan and inf value to X
+    X[0][0] = np.nan
+    X[0][1] = np.inf
+
+    clf = MockClassifier()
+    if cv is not None:
+        rfe = RFECV(estimator=clf, cv=cv)
+    else:
+        rfe = RFE(estimator=clf)
+    rfe.fit(X, y)
+    rfe.transform(X)
+
+
+def test_w_pipeline_2d_coef_():
+    pipeline = make_pipeline(StandardScaler(), LogisticRegression())
+
+    data, y = load_iris(return_X_y=True)
+    sfm = RFE(
+        pipeline,
+        n_features_to_select=2,
+        importance_getter="named_steps.logisticregression.coef_",
+    )
+
+    sfm.fit(data, y)
+    assert sfm.transform(data).shape[1] == 2
+
+
+def test_rfecv_std_and_mean(global_random_seed):
+    generator = check_random_state(global_random_seed)
+    iris = load_iris()
+    X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
+    y = iris.target
+
+    rfecv = RFECV(estimator=SVC(kernel="linear"))
+    rfecv.fit(X, y)
+    split_keys = [key for key in rfecv.cv_results_.keys() if "split" in key]
+    cv_scores = np.asarray([rfecv.cv_results_[key] for key in split_keys])
+    expected_mean = np.mean(cv_scores, axis=0)
+    expected_std = np.std(cv_scores, axis=0)
+
+    assert_allclose(rfecv.cv_results_["mean_test_score"], expected_mean)
+    assert_allclose(rfecv.cv_results_["std_test_score"], expected_std)
+
+
+@pytest.mark.parametrize(
+    ["min_features_to_select", "n_features", "step", "cv_results_n_features"],
+    [
+        [1, 4, 1, np.array([1, 2, 3, 4])],
+        [1, 5, 1, np.array([1, 2, 3, 4, 5])],
+        [1, 4, 2, np.array([1, 2, 4])],
+        [1, 5, 2, np.array([1, 3, 5])],
+        [1, 4, 3, np.array([1, 4])],
+        [1, 5, 3, np.array([1, 2, 5])],
+        [1, 4, 4, np.array([1, 4])],
+        [1, 5, 4, np.array([1, 5])],
+        [4, 4, 2, np.array([4])],
+        [4, 5, 1, np.array([4, 5])],
+        [4, 5, 2, np.array([4, 5])],
+    ],
+)
+def test_rfecv_cv_results_n_features(
+    min_features_to_select,
+    n_features,
+    step,
+    cv_results_n_features,
+):
+    X, y = make_classification(
+        n_samples=20, n_features=n_features, n_informative=n_features, n_redundant=0
+    )
+    rfecv = RFECV(
+        estimator=SVC(kernel="linear"),
+        step=step,
+        min_features_to_select=min_features_to_select,
+    )
+    rfecv.fit(X, y)
+    assert_array_equal(rfecv.cv_results_["n_features"], cv_results_n_features)
+    assert all(
+        len(value) == len(rfecv.cv_results_["n_features"])
+        for value in rfecv.cv_results_.values()
+    )
+
+
+@pytest.mark.parametrize("ClsRFE", [RFE, RFECV])
+def test_multioutput(ClsRFE):
+    X = np.random.normal(size=(10, 3))
+    y = np.random.randint(2, size=(10, 2))
+    clf = RandomForestClassifier(n_estimators=5)
+    rfe_test = ClsRFE(clf)
+    rfe_test.fit(X, y)
+
+
+@pytest.mark.parametrize("ClsRFE", [RFE, RFECV])
+def test_pipeline_with_nans(ClsRFE):
+    """Check that RFE works with pipeline that accept nans.
+
+    Non-regression test for gh-21743.
+    """
+    X, y = load_iris(return_X_y=True)
+    X[0, 0] = np.nan
+
+    pipe = make_pipeline(
+        SimpleImputer(),
+        StandardScaler(),
+        LogisticRegression(),
+    )
+
+    fs = ClsRFE(
+        estimator=pipe,
+        importance_getter="named_steps.logisticregression.coef_",
+    )
+    fs.fit(X, y)
+
+
+@pytest.mark.parametrize("ClsRFE", [RFE, RFECV])
+@pytest.mark.parametrize("PLSEstimator", [CCA, PLSCanonical, PLSRegression])
+def test_rfe_pls(ClsRFE, PLSEstimator):
+    """Check the behaviour of RFE with PLS estimators.
+
+    Non-regression test for:
+    https://github.com/scikit-learn/scikit-learn/issues/12410
+    """
+    X, y = make_friedman1(n_samples=50, n_features=10, random_state=0)
+    estimator = PLSEstimator(n_components=1)
+    selector = ClsRFE(estimator, step=1).fit(X, y)
+    assert selector.score(X, y) > 0.5
+
+
+def test_rfe_estimator_attribute_error():
+    """Check that we raise the proper AttributeError when the estimator
+    does not implement the `decision_function` method, which is decorated with
+    `available_if`.
+
+    Non-regression test for:
+    https://github.com/scikit-learn/scikit-learn/issues/28108
+    """
+    iris = load_iris()
+
+    # `LinearRegression` does not implement 'decision_function' and should raise an
+    # AttributeError
+    rfe = RFE(estimator=LinearRegression())
+
+    outer_msg = "This 'RFE' has no attribute 'decision_function'"
+    inner_msg = "'LinearRegression' object has no attribute 'decision_function'"
+    with pytest.raises(AttributeError, match=outer_msg) as exec_info:
+        rfe.fit(iris.data, iris.target).decision_function(iris.data)
+    assert isinstance(exec_info.value.__cause__, AttributeError)
+    assert inner_msg in str(exec_info.value.__cause__)
+
+
+@pytest.mark.parametrize(
+    "ClsRFE, param", [(RFE, "n_features_to_select"), (RFECV, "min_features_to_select")]
+)
+def test_rfe_n_features_to_select_warning(ClsRFE, param):
+    """Check if the correct warning is raised when trying to initialize a RFE
+    object with a n_features_to_select attribute larger than the number of
+    features present in the X variable that is passed to the fit method
+    """
+    X, y = make_classification(n_features=20, random_state=0)
+
+    with pytest.warns(UserWarning, match=f"{param}=21 > n_features=20"):
+        # Create RFE/RFECV with n_features_to_select/min_features_to_select
+        # larger than the number of features present in the X variable
+        clsrfe = ClsRFE(estimator=LogisticRegression(), **{param: 21})
+        clsrfe.fit(X, y)

.venv/lib/python3.12/site-packages/sklearn/feature_selection/tests/test_sequential.py

@@ -0,0 +1,323 @@
+import numpy as np
+import pytest
+from numpy.testing import assert_array_equal
+
+from sklearn.cluster import KMeans
+from sklearn.datasets import make_blobs, make_classification, make_regression
+from sklearn.ensemble import HistGradientBoostingRegressor
+from sklearn.feature_selection import SequentialFeatureSelector
+from sklearn.linear_model import LinearRegression
+from sklearn.model_selection import LeaveOneGroupOut, cross_val_score
+from sklearn.neighbors import KNeighborsClassifier
+from sklearn.pipeline import make_pipeline
+from sklearn.preprocessing import StandardScaler
+from sklearn.utils.fixes import CSR_CONTAINERS
+
+
+def test_bad_n_features_to_select():
+    n_features = 5
+    X, y = make_regression(n_features=n_features)
+    sfs = SequentialFeatureSelector(LinearRegression(), n_features_to_select=n_features)
+    with pytest.raises(ValueError, match="n_features_to_select must be < n_features"):
+        sfs.fit(X, y)
+
+
+@pytest.mark.parametrize("direction", ("forward", "backward"))
+@pytest.mark.parametrize("n_features_to_select", (1, 5, 9, "auto"))
+def test_n_features_to_select(direction, n_features_to_select):
+    # Make sure n_features_to_select is respected
+
+    n_features = 10
+    X, y = make_regression(n_features=n_features, random_state=0)
+    sfs = SequentialFeatureSelector(
+        LinearRegression(),
+        n_features_to_select=n_features_to_select,
+        direction=direction,
+        cv=2,
+    )
+    sfs.fit(X, y)
+
+    if n_features_to_select == "auto":
+        n_features_to_select = n_features // 2
+
+    assert sfs.get_support(indices=True).shape[0] == n_features_to_select
+    assert sfs.n_features_to_select_ == n_features_to_select
+    assert sfs.transform(X).shape[1] == n_features_to_select
+
+
+@pytest.mark.parametrize("direction", ("forward", "backward"))
+def test_n_features_to_select_auto(direction):
+    """Check the behaviour of `n_features_to_select="auto"` with different
+    values for the parameter `tol`.
+    """
+
+    n_features = 10
+    tol = 1e-3
+    X, y = make_regression(n_features=n_features, random_state=0)
+    sfs = SequentialFeatureSelector(
+        LinearRegression(),
+        n_features_to_select="auto",
+        tol=tol,
+        direction=direction,
+        cv=2,
+    )
+    sfs.fit(X, y)
+
+    max_features_to_select = n_features - 1
+
+    assert sfs.get_support(indices=True).shape[0] <= max_features_to_select
+    assert sfs.n_features_to_select_ <= max_features_to_select
+    assert sfs.transform(X).shape[1] <= max_features_to_select
+    assert sfs.get_support(indices=True).shape[0] == sfs.n_features_to_select_
+
+
+@pytest.mark.parametrize("direction", ("forward", "backward"))
+def test_n_features_to_select_stopping_criterion(direction):
+    """Check the behaviour stopping criterion for feature selection
+    depending on the values of `n_features_to_select` and `tol`.
+
+    When `direction` is `'forward'`, select a new features at random
+    among those not currently selected in selector.support_,
+    build a new version of the data that includes all the features
+    in selector.support_ + this newly selected feature.
+    And check that the cross-validation score of the model trained on
+    this new dataset variant is lower than the model with
+    the selected forward selected features or at least does not improve
+    by more than the tol margin.
+
+    When `direction` is `'backward'`, instead of adding a new feature
+    to selector.support_, try to remove one of those selected features at random
+    And check that the cross-validation score is either decreasing or
+    not improving by more than the tol margin.
+    """
+
+    X, y = make_regression(n_features=50, n_informative=10, random_state=0)
+
+    tol = 1e-3
+
+    sfs = SequentialFeatureSelector(
+        LinearRegression(),
+        n_features_to_select="auto",
+        tol=tol,
+        direction=direction,
+        cv=2,
+    )
+    sfs.fit(X, y)
+    selected_X = sfs.transform(X)
+
+    rng = np.random.RandomState(0)
+
+    added_candidates = list(set(range(X.shape[1])) - set(sfs.get_support(indices=True)))
+    added_X = np.hstack(
+        [
+            selected_X,
+            (X[:, rng.choice(added_candidates)])[:, np.newaxis],
+        ]
+    )
+
+    removed_candidate = rng.choice(list(range(sfs.n_features_to_select_)))
+    removed_X = np.delete(selected_X, removed_candidate, axis=1)
+
+    plain_cv_score = cross_val_score(LinearRegression(), X, y, cv=2).mean()
+    sfs_cv_score = cross_val_score(LinearRegression(), selected_X, y, cv=2).mean()
+    added_cv_score = cross_val_score(LinearRegression(), added_X, y, cv=2).mean()
+    removed_cv_score = cross_val_score(LinearRegression(), removed_X, y, cv=2).mean()
+
+    assert sfs_cv_score >= plain_cv_score
+
+    if direction == "forward":
+        assert (sfs_cv_score - added_cv_score) <= tol
+        assert (sfs_cv_score - removed_cv_score) >= tol
+    else:
+        assert (added_cv_score - sfs_cv_score) <= tol
+        assert (removed_cv_score - sfs_cv_score) <= tol
+
+
+@pytest.mark.parametrize("direction", ("forward", "backward"))
+@pytest.mark.parametrize(
+    "n_features_to_select, expected",
+    (
+        (0.1, 1),
+        (1.0, 10),
+        (0.5, 5),
+    ),
+)
+def test_n_features_to_select_float(direction, n_features_to_select, expected):
+    # Test passing a float as n_features_to_select
+    X, y = make_regression(n_features=10)
+    sfs = SequentialFeatureSelector(
+        LinearRegression(),
+        n_features_to_select=n_features_to_select,
+        direction=direction,
+        cv=2,
+    )
+    sfs.fit(X, y)
+    assert sfs.n_features_to_select_ == expected
+
+
+@pytest.mark.parametrize("seed", range(10))
+@pytest.mark.parametrize("direction", ("forward", "backward"))
+@pytest.mark.parametrize(
+    "n_features_to_select, expected_selected_features",
+    [
+        (2, [0, 2]),  # f1 is dropped since it has no predictive power
+        (1, [2]),  # f2 is more predictive than f0 so it's kept
+    ],
+)
+def test_sanity(seed, direction, n_features_to_select, expected_selected_features):
+    # Basic sanity check: 3 features, only f0 and f2 are correlated with the
+    # target, f2 having a stronger correlation than f0. We expect f1 to be
+    # dropped, and f2 to always be selected.
+
+    rng = np.random.RandomState(seed)
+    n_samples = 100
+    X = rng.randn(n_samples, 3)
+    y = 3 * X[:, 0] - 10 * X[:, 2]
+
+    sfs = SequentialFeatureSelector(
+        LinearRegression(),
+        n_features_to_select=n_features_to_select,
+        direction=direction,
+        cv=2,
+    )
+    sfs.fit(X, y)
+    assert_array_equal(sfs.get_support(indices=True), expected_selected_features)
+
+
+@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
+def test_sparse_support(csr_container):
+    # Make sure sparse data is supported
+
+    X, y = make_regression(n_features=10)
+    X = csr_container(X)
+    sfs = SequentialFeatureSelector(
+        LinearRegression(), n_features_to_select="auto", cv=2
+    )
+    sfs.fit(X, y)
+    sfs.transform(X)
+
+
+def test_nan_support():
+    # Make sure nans are OK if the underlying estimator supports nans
+
+    rng = np.random.RandomState(0)
+    n_samples, n_features = 40, 4
+    X, y = make_regression(n_samples, n_features, random_state=0)
+    nan_mask = rng.randint(0, 2, size=(n_samples, n_features), dtype=bool)
+    X[nan_mask] = np.nan
+    sfs = SequentialFeatureSelector(
+        HistGradientBoostingRegressor(), n_features_to_select="auto", cv=2
+    )
+    sfs.fit(X, y)
+    sfs.transform(X)
+
+    with pytest.raises(ValueError, match="Input X contains NaN"):
+        # LinearRegression does not support nans
+        SequentialFeatureSelector(
+            LinearRegression(), n_features_to_select="auto", cv=2
+        ).fit(X, y)
+
+
+def test_pipeline_support():
+    # Make sure that pipelines can be passed into SFS and that SFS can be
+    # passed into a pipeline
+
+    n_samples, n_features = 50, 3
+    X, y = make_regression(n_samples, n_features, random_state=0)
+
+    # pipeline in SFS
+    pipe = make_pipeline(StandardScaler(), LinearRegression())
+    sfs = SequentialFeatureSelector(pipe, n_features_to_select="auto", cv=2)
+    sfs.fit(X, y)
+    sfs.transform(X)
+
+    # SFS in pipeline
+    sfs = SequentialFeatureSelector(
+        LinearRegression(), n_features_to_select="auto", cv=2
+    )
+    pipe = make_pipeline(StandardScaler(), sfs)
+    pipe.fit(X, y)
+    pipe.transform(X)
+
+
+@pytest.mark.parametrize("n_features_to_select", (2, 3))
+def test_unsupervised_model_fit(n_features_to_select):
+    # Make sure that models without classification labels are not being
+    # validated
+
+    X, y = make_blobs(n_features=4)
+    sfs = SequentialFeatureSelector(
+        KMeans(n_init=1),
+        n_features_to_select=n_features_to_select,
+    )
+    sfs.fit(X)
+    assert sfs.transform(X).shape[1] == n_features_to_select
+
+
+@pytest.mark.parametrize("y", ("no_validation", 1j, 99.9, np.nan, 3))
+def test_no_y_validation_model_fit(y):
+    # Make sure that other non-conventional y labels are not accepted
+
+    X, clusters = make_blobs(n_features=6)
+    sfs = SequentialFeatureSelector(
+        KMeans(),
+        n_features_to_select=3,
+    )
+
+    with pytest.raises((TypeError, ValueError)):
+        sfs.fit(X, y)
+
+
+def test_forward_neg_tol_error():
+    """Check that we raise an error when tol<0 and direction='forward'"""
+    X, y = make_regression(n_features=10, random_state=0)
+    sfs = SequentialFeatureSelector(
+        LinearRegression(),
+        n_features_to_select="auto",
+        direction="forward",
+        tol=-1e-3,
+    )
+
+    with pytest.raises(ValueError, match="tol must be strictly positive"):
+        sfs.fit(X, y)
+
+
+def test_backward_neg_tol():
+    """Check that SequentialFeatureSelector works negative tol
+
+    non-regression test for #25525
+    """
+    X, y = make_regression(n_features=10, random_state=0)
+    lr = LinearRegression()
+    initial_score = lr.fit(X, y).score(X, y)
+
+    sfs = SequentialFeatureSelector(
+        lr,
+        n_features_to_select="auto",
+        direction="backward",
+        tol=-1e-3,
+    )
+    Xr = sfs.fit_transform(X, y)
+    new_score = lr.fit(Xr, y).score(Xr, y)
+
+    assert 0 < sfs.get_support().sum() < X.shape[1]
+    assert new_score < initial_score
+
+
+def test_cv_generator_support():
+    """Check that no exception raised when cv is generator
+
+    non-regression test for #25957
+    """
+    X, y = make_classification(random_state=0)
+
+    groups = np.zeros_like(y, dtype=int)
+    groups[y.size // 2 :] = 1
+
+    cv = LeaveOneGroupOut()
+    splits = cv.split(X, y, groups=groups)
+
+    knc = KNeighborsClassifier(n_neighbors=5)
+
+    sfs = SequentialFeatureSelector(knc, n_features_to_select=5, cv=splits)
+    sfs.fit(X, y)

.venv/lib/python3.12/site-packages/sklearn/feature_selection/tests/test_variance_threshold.py

@@ -0,0 +1,72 @@
+import numpy as np
+import pytest
+
+from sklearn.feature_selection import VarianceThreshold
+from sklearn.utils._testing import assert_array_equal
+from sklearn.utils.fixes import BSR_CONTAINERS, CSC_CONTAINERS, CSR_CONTAINERS
+
+data = [[0, 1, 2, 3, 4], [0, 2, 2, 3, 5], [1, 1, 2, 4, 0]]
+
+data2 = [[-0.13725701]] * 10
+
+
+@pytest.mark.parametrize(
+    "sparse_container", [None] + BSR_CONTAINERS + CSC_CONTAINERS + CSR_CONTAINERS
+)
+def test_zero_variance(sparse_container):
+    # Test VarianceThreshold with default setting, zero variance.
+    X = data if sparse_container is None else sparse_container(data)
+    sel = VarianceThreshold().fit(X)
+    assert_array_equal([0, 1, 3, 4], sel.get_support(indices=True))
+
+
+def test_zero_variance_value_error():
+    # Test VarianceThreshold with default setting, zero variance, error cases.
+    with pytest.raises(ValueError):
+        VarianceThreshold().fit([[0, 1, 2, 3]])
+    with pytest.raises(ValueError):
+        VarianceThreshold().fit([[0, 1], [0, 1]])
+
+
+@pytest.mark.parametrize("sparse_container", [None] + CSR_CONTAINERS)
+def test_variance_threshold(sparse_container):
+    # Test VarianceThreshold with custom variance.
+    X = data if sparse_container is None else sparse_container(data)
+    X = VarianceThreshold(threshold=0.4).fit_transform(X)
+    assert (len(data), 1) == X.shape
+
+
+@pytest.mark.skipif(
+    np.var(data2) == 0,
+    reason=(
+        "This test is not valid for this platform, "
+        "as it relies on numerical instabilities."
+    ),
+)
+@pytest.mark.parametrize(
+    "sparse_container", [None] + BSR_CONTAINERS + CSC_CONTAINERS + CSR_CONTAINERS
+)
+def test_zero_variance_floating_point_error(sparse_container):
+    # Test that VarianceThreshold(0.0).fit eliminates features that have
+    # the same value in every sample, even when floating point errors
+    # cause np.var not to be 0 for the feature.
+    # See #13691
+    X = data2 if sparse_container is None else sparse_container(data2)
+    msg = "No feature in X meets the variance threshold 0.00000"
+    with pytest.raises(ValueError, match=msg):
+        VarianceThreshold().fit(X)
+
+
+@pytest.mark.parametrize(
+    "sparse_container", [None] + BSR_CONTAINERS + CSC_CONTAINERS + CSR_CONTAINERS
+)
+def test_variance_nan(sparse_container):
+    arr = np.array(data, dtype=np.float64)
+    # add single NaN and feature should still be included
+    arr[0, 0] = np.nan
+    # make all values in feature NaN and feature should be rejected
+    arr[:, 1] = np.nan
+
+    X = arr if sparse_container is None else sparse_container(arr)
+    sel = VarianceThreshold().fit(X)
+    assert_array_equal([0, 3, 4], sel.get_support(indices=True))