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OneHotEncoder does not document default value categorical_features=None #12261

@sdpython

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@sdpython

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The documentation says the parameter categorical_features is deprecated but does not tell that the current default value (None) is equivalent to 'all'.

https://github.com/scikit-learn/scikit-learn/blob/bac89c2/sklearn/preprocessing/_encoders.py#L187

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scikit-learn == 0.20

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