To demonstrate the automated feature selection methods in Python we would use the diabetes dataset. Import the diabetes .csv file into a data-frame with Pandas as below:  

import pandas as pd
names = ['preg', 'plas', 'pres', 'skin', 'test', 'mass', 'pedi', 'age', 'class']
df_diabetes = pd.read_csv('diabetes.csv', names = names)
df_diabetes ...