How to use OneHotEncoder categorical_features
<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>