On 11/02/2014 04:15 PM, Lars Buitinck wrote:
> 2014-11-02 22:09 GMT+01:00 Andy <t3k...@gmail.com>:
>>> No. That would be backward stepwise selection. Neither that, nor its
>>> forward cousin (find most discriminative feature, then second-most,
>>> etc.) are implemented in scikit-learn.
>>>
>> Isn't RFE the backward step selection using a maximum number of features?
> Yes, and I already admitted that mistake, but I'm willing to do so
> again if you like :)
> Maybe we should add this to the docstring.
>
Yeah I just read the rest of the thread. Sorry for the noise.
Adding it to the docstring is probably a good idea for searchability,
and the doc page 
http://scikit-learn.org/dev/modules/feature_selection.html#recursive-feature-elimination
should probably also contain the word "backward selection"

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