On 04/22/2015 01:53 PM, Pagliari, Roberto wrote:
is it possible to pass a gridsearchCV object to RFE, as opposed to a
simple estimator?
See here:
http://stackoverflow.com/questions/29538292/doing-hyperparameter-estimation-for-the-estimator-in-each-fold-of-recursive-feat
I would advise against it, though.
I'd put RFE inside the GridSearchCV.
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