Hi!
Do you think scikit-learn will benefit from the general algorithm of feature
selection as described by P.Pudil et al. in "Floating search methods in
feature selection"?
It is a wrapper method which alternates feature additions and removals
(starting from empty or full set of features.) It is known to find optimal or
close to optimal feature subset in efficient time.
I want to implement it, if you are interested.
Regards, Nikolay Mayorov.
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