code: def fit(self):
      #  print("ESTIMATE_SCIKIT_MODEL_START" , self.mCycleResidueName);
  
      self.build_Scikit_Model()
      self.set_name()
  
      series = self.mCycleResidueName
      self.mTime = self.mTimeInfo.mTime
      self.mSignal = self.mTimeInfo.mSignal
      lAREstimFrame = self.mSplit.getEstimPart(self.mARFrame)
  
      # print("mAREstimFrame columns :" , self.mAREstimFrame.columns);
      lARInputs = lAREstimFrame[self.mInputNames].values
      lARTarget = lAREstimFrame[series].values
      # print(len(self.mInputNames), lARInputs.shape , lARTarget.shape)
      assert lARInputs.shape[1] > 0
      assert lARTarget.shape[0] > 0
  
      from sklearn.feature_selection import SelectKBest
      from sklearn.feature_selection import f_regression
  
      lMaxFeatures = self.mOptions.mMaxFeatureForAutoreg
      if lMaxFeatures >= lARInputs.shape[1]:
          lMaxFeatures = lARInputs.shape[1]
      if lMaxFeatures >= (lARInputs.shape[0] // 4):
          lMaxFeatures = lARInputs.shape[0] // 4
      self.mFeatureSelector = SelectKBest(f_regression, k=lMaxFeatures)
      try:
          self.mFeatureSelector.fit(lARInputs, lARTarget)
      except Exception as e:
          print(
              "SCIKIT_MODEL_FEATURE_SELECTION_FAILURE",
              self.mOutName,
              lARInputs.shape,
              e,
          )
          if self.mOptions.mDebug:
              df1 = pd.DataFrame(lARInputs)
              df1.columns = self.mInputNames
              df1["TGT"] = lARTarget
              # df1.to_csv("SCIKIT_MODEL_FEATURE_SELECTION_FAILURE.csv.gz" , compression='gzip');
          # issue  #72 : ignore feature selection in case of failure.
          self.mFeatureSelector = None
  
      if self.mFeatureSelector:
          lARInputsAfterSelection = self.mFeatureSelector.transform(
              lARInputs
          )
          # print(self.mInputNames , self.mFeatureSelector.get_support(indices=True));
          lSupport = self.mFeatureSelector.get_support(indices=True)
          self.mInputNamesAfterSelection = [
              self.mInputNames[k] for k in lSupport
          ]
      else:
          lARInputsAfterSelection = lARInputs
          self.mInputNamesAfterSelection = self.mInputNames
  
      self.mComplexity = len(self.mInputNamesAfterSelection)
      assert (
          len(self.mInputNamesAfterSelection)
          == lARInputsAfterSelection.shape[1]
      )
      # print("FEATURE_SELECTION" , self.mOutName, lARInputs.shape[1] , lARInputsAfterSelection.shape[1]);
      del lARInputs
  
      try:
          self.mScikitModel.fit(lARInputsAfterSelection, lARTarget)
      except Exception as e:
          print(
              "SCIKIT_MODEL_FIT_FAILURE",
              self.mOutName,
              lARInputsAfterSelection.shape,
              e,
          )
          if self.mOptions.mDebug:
              df1 = pd.DataFrame(lARInputsAfterSelection)
              df1.columns = self.mInputNamesAfterSelection
              df1["TGT"] = lARTarget
              # df1.to_csv("SCIKIT_MODEL_FIT_FAILURE.csv.gz" , compression='gzip');
          del self.mScikitModel
          self.mScikitModel = None
  
      del lARInputsAfterSelection
      del lARTarget
      del lAREstimFrame
  
      if self.mScikitModel is not None:
          lFullARInputs = self.mARFrame[self.mInputNames].values
          lFullARInputsAfterSelection = (
              self.mFeatureSelector.transform(lFullARInputs)
              if self.mFeatureSelector
              else lFullARInputs
          )
          lPredicted = self.mScikitModel.predict(
              lFullARInputsAfterSelection
          )
          self.mARFrame[self.mOutName] = lPredicted
      else:
          # issue_34 failure SVD does not converge
          self.mARFrame[self.mOutName] = self.mDefaultValues[series]
  
      self.mARFrame[self.mOutName + "_residue"] = (
          self.mARFrame[series] - self.mARFrame[self.mOutName]
      )
  
imports: import numpy
  import pandas
  from .None import SignalDecomposition_AR
  from .None import Utils
  import sys
label_desc: Use image node_id 5 for calling the cAbstract_Scikit_Model obj's underlying member method code with example usage: obj.fit() without return types