Add a feature filter before feature selection

[gvling]

I just add a filter before selection features.
When I use LIME to get an explanation with a model, I wouldn't get some features are come out in explanation result.
So I implement a filter before the feature selection.
That also can decrease the feature selection's search space to speed up the feature selection.

[marcotcr]

What is the use case for this? The model is using features 1-10, but you are only interested in explanations for features 1-5?
I have some comments on the code, but first I am trying to understand why we need this option.
Thanks,

[gvling]

When I use LIME to explain some instances, the result of explanations is changed randomly.
I know that there have two random elements in LIME(features, and samples).
But in some use cases, we roughly know which features impact the result stronger, or we just interested in explanations for features 1-5:

• In the Titanic data set, we just interested in features exclude gender, name and don't want to change the original model(because it may change the performance of model).

In the above cases, selectable features may useful.
Thank you.

[marcotcr]

I don't think I am convinced that this is a feature we need - would anyone be interested in excluding certain features, even if they are important to the model?

[tigermli]

Interested. This would be very useful in situations where each example only depends on a small subset of the features in a dataframe and considering all of the features takes a while.