Hello Gael!
Yes, that was actually part of the problem. "y" was a list and not a numpy
array. Thanks!

[]s,
Fernando


On 17 September 2012 12:49, Gael Varoquaux <[email protected]>wrote:

> On Sun, Sep 16, 2012 at 07:44:05PM -0300, Fernando Alva Manchego wrote:
> >
>  
> "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/sklearn/feature_selection/rfe.py",
> >    line 298, in fit
> >        ranking_ = rfe.fit(X[train], y[train]).ranking_
> >    TypeError: only integer arrays with one element can be converted to an
> >    index
>
> What data type are you feeding in? Are X and y numpy arrays? They should
> be.
>
> HTH,
>
> Gaƫl
>
>
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