I'm trying to do a feature selection by chi-square method in scikit-learn (sklearn.feature_selection.SelectKBest). When I'm trying to apply this to a multilabel problem, I get this warning:
UserWarning: Duplicate scores. Result may depend on feature ordering.There are probably duplicate features, or you used a classification score for a regression task.
warn("Duplicate scores. Result may depend on feature ordering."
Why is it appearning and how to properly apply feature selection is this case?