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MeanThreshold, MedianThreshold, and other threshold support in GenericUnivariateSelect #21699

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@charlesbmi

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@charlesbmi
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Describe the workflow you want to enable

I would like to select features by thresholding their mean value (i.e., mean-across-samples), similar to how VarianceThreshold selects features by thresholding their variance-across-samples.

Describe your proposed solution

Two possible options:

Describe alternatives you've considered, if relevant

Another alternative, although this seems counter to how these functions are designed

Additional context

Setting a MeanThreshold would be useful when working with non-negative features, such as pixel intensity in images. For example, we might want to exclude pixels that are regularly saturated in our dataset, as they may be less informative.

Specifically, in my research field of neuroscience (single-neuron recordings), our "features" are the (non-negative) action-potential-counts for each neuron. We often exclude neurons with very-low-firing-rates to minimize discretization error. Here are a few examples of neuroscience papers that set a MeanThreshold per neuron (i.e., feature):

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