feature_selector requires a forward_index to be passed in to the constructor. But the forward_index is built on the entire dataset, which includes training and test data.
Feature selection should be done on training data separately without touching the test data to avoid optimistically biased performance estimates during cross-validation.
Is it possible to allow feature selection to be done on a dataset_view (view for the training portion of the dataset in this case)?
Thanks.
Best Regards,
Sid