On Fri, Feb 13, 2015 at 03:31:54AM -0500, Sebastian Raschka wrote:
> I am wondering how SelectKBest determines what the "best" set of
> features is since it happens before they are fed to the classifier.
> Does it have it's own "scoring" function or does it use the classifier
> from the last fit?

It has it's own scoring function.

> Alternative, I would use recursive feature selection like so:

You could. It would be much slower, and I am not convinced it would work
better. You could try both, and tell us your experience :).

Cheers,

Gaƫl

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