title: How to use OneHotEncoder categorical_features
body: <p>I am having trouble encoding only categorical columns using OneHotEncoder and leaving out continuous columns.  The encoder encodes all columns no matter what I specify in the categorical_features.  For example:</p>
  
  <pre><code>enc = preprocessing.OneHotEncoder()
  enc.fit([[0, 40, 3], [1, 50, 0], [0, 45, 1], [1, 30, 2]])
  OneHotEncoder(categorical_features=[0,2], 
     handle_unknown='error', n_values='auto', sparse=True)
  print enc.n_values_
  print enc.feature_indices_
  enc.transform([[0, 45, 3]]).toarray()
  </code></pre>
  
  <p>I only want to encode column 1 and 3, leaving the middle column (values 40, 50, 45, 30) as continuous values.  So I specify categorical_features=[0,2], but no matter what I do, the output of this code is still:</p>
  
  <pre><code>[ 2 51  4]
  [ 0  2 53 57]
  Out[129]:
  array([[ 1.,  0.,  0.,  0.,  1.,  0.,  0.,  0.,  0.,  1.]])
  </code></pre>