On Thu, Mar 22, 2012 at 09:56:31AM +0000, Conrad Lee wrote:
> I puzzled over this for a while but didn't find a way to make this work
> with the pipeline.  The problem seems to be that I don't want to perform
> two steps sequentially.  That is, I don't first want to do the recursive
> feature elimination, and then with that reduced set of features find the
> best value of C for regularization.  The problem with this is that the
> recursive feature elimination already depends on the value of C.  So I want
> the search for the right value of C to take place within the recursive
> feature elimination, not after it.

OK, I hadn't understood your problem.

I think that the answer to this problem is to give to the REFCV as an
'estimator' parameter an GridSearchCV object that tunes the SVC. Would
that make sens?

Gaƫl

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