from sklearn.linear_model import LogisticRegression as LR
from sklearn.linear_model import RandomizedLogisticRegression as RLR
rlr = RLR()
rlr.fit(x, y)
rlr.get_support(indices =True)
print(u'通过随机回归模型筛选特征结束。')
print(u'有效特征为: %s' % ','.join(data.columns[rlr.get_support()]))
x = data[data.columns[rlr.get_support()]].as_matrix()
lr = LR()
lr.fit(x, y)
print(u'逻辑回归模型训练结束。')
print(u'模型的平均正确率为: %s'% lr.score(x,y))
IndexError:布尔索引与维度0上的索引数组不匹配;维度为9,但相应的布尔维度为8