There are feature selection algorithms based on Evolutionary Algorithms,
so, despite the exponential space of search, you can fix a number of
evaluations.

Experimentally, this approach have found optimal solutions on
Instace/Feature/Classifier selection, without exploring the whole search
space.

via Mobile.

Dayvid V.  R.  Oliveira
PhD candidate in Computer Science -  UFPE
MSc in Computer Science -  UFPE
Computer Engineer - UFPE
On Oct 21, 2014 4:28 AM, "Lars Buitinck" <larsm...@gmail.com> wrote:

> 2014-10-21 4:14 GMT+02:00 Joel Nothman <joel.noth...@gmail.com>:
> > I assume Robert's query is about RFECV.
>
> Oh wait, RFE = backward subset selection. I'm an idiot, sorry.
>
>
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