I have a data frame with 4 different groups of features.
I need to create 4 different models with these four different feature groups and combine them with the ensemble voting classifier. Furthermore, I need to test the classifier using k-fold cross validation.
However, I am finding it difficult to combine different feature sets, voting classifier and k-fold cross validation with functionality available in sklearn. Following is the code that I have so far.
y = df1.index
x = preprocessing.scale(df1)
SVM = svm.SVC(kernel='rbf', C=1)
rf=RandomForestClassifier(n_estimators=200)
ann = MLPClassifier(solver='lbfgs', alpha=1e-5, hidden_layer_sizes=(25, 2), random_state=1)
neigh = KNeighborsClassifier(n_neighbors=10)
models = list()
models.append(('facial', SVM))
models.append(('posture', rf))
models.append(('computer', ann))
models.append(('physio', neigh))
ens = VotingClassifier(estimators=models)
cv = KFold(n_splits=10, random_state=None, shuffle=True)
scores = cross_val_score(ens, x, y, cv=cv, scoring='accuracy')
As you can see, this program uses same features for all 4 models. How can I improve this program to achieve my objective?