On 03/22/2012 11:23 AM, Gael Varoquaux wrote: > 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? > > Ha, that is much better than my "solution" ^^
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