On 02/13/2015 02:26 AM, Michael Eickenberg wrote:


On Fri, Feb 13, 2015 at 10:48 AM, Michael Eickenberg <michael.eickenb...@gmail.com <mailto:michael.eickenb...@gmail.com>> wrote:



    AFAIK, and according to this code line
    
https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/pipeline.py#L116
    the pipeline only supports exactly one split of the parameter
    name, namely at the first occurence of '__'. So in its current
    state this type of recursion is impossible.


Forget this comment, it actually works, because RFE itself also does the '__' thing. You need to use 'sel__estimator__C' instead of 'sel__SVC__C'

By design this should always work, as every meta-estimator supports it.
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