Add test for feature selection

test/test.py

@@ -1,6 +1,7 @@
 import unittest
 import numpy as np
 from pysr import pysr, get_hof, best, best_tex, best_callable
+from pysr.sr import run_feature_selection, _handle_feature_selection
 import sympy
 import pandas as pd
 
@@ -72,3 +73,28 @@ class TestBest(unittest.TestCase):
         y = np.cos(X[:, 0])**2
         for f in [best_callable(), best_callable(self.equations)]:
             np.testing.assert_almost_equal(f(X), y)
+
+
+class TestFeatureSelection(unittest.TestCase):
+    def test_feature_selection(self):
+        np.random.seed(0)
+        X = np.random.randn(20001, 5)
+        y = X[:, 2]**2 + X[:, 3]**2
+        selected = run_feature_selection(X, y, select_k_features=2)
+        self.assertEqual(sorted(selected), [2, 3])
+
+    def test_feature_selection_handler(self):
+        np.random.seed(0)
+        X = np.random.randn(20000, 5)
+        y = X[:, 2]**2 + X[:, 3]**2
+        var_names = [f'x{i}' for i in range(5)]
+        selected_X, selected_var_names = _handle_feature_selection(
+                X, select_k_features=2,
+                use_custom_variable_names=True,
+                variable_names=[f'x{i}' for i in range(5)],
+                y=y)
+        self.assertEqual(set(selected_var_names), set('x2 x3'.split(' ')))
+        np.testing.assert_array_equal(
+                np.sort(selected_X, axis=1),
+                np.sort(X[:, [2, 3]], axis=1)
+            )