How do I SelectKBest using mutual information from a mixture of discrete and continuous features?

Question

I am using scikit learn to train a classification model. I have both discrete and continuous features in my training data. I want to do feature selection using maximum mutua

Answer 1

You could also use partials as follows:

from functools import partial

discrete_mutual_info_classif = partial(mutual_info_classif, iscrete_features=[0, 1, 2])
SelectKBest(score_func=discrete_mutual_info_classif).fit(x, y)