The function implements F-score for feature selection.
F-score provides a measure of how well a single feature at a time can discriminate between different
classes. The higher the F-score, the better the discriminatory power of that feature
The F-score is calculated for two classes
References
Duda, R. O., Hart, P. E., & Stork, D. G. (2000). Pattern Classification. Wiley-Interscience (Vol. 24).
Chen, Y., & Lin, C.-J. (2006). Combining SVMs with Various Feature Selection Strategies.
In I. Guyon, M. Nikravesh, S. Gunn, & L. A. Zadeh (Eds.),
Feature Extraction: Foundations and Applications (Vol. 324, pp. 315-324).
Berlin, Heidelberg: Springer Berlin Heidelberg.