On 10/07/2015 03:29 AM, Joel Nothman wrote:
> RFECV will select features based on scores on a number of validation 
> sets, as selected by its cv parameter. As opposed to that 
> StackOverflow query, RFECV should now support RandomForest and its 
> feature_importances_ attribute.
>
RFECV is not the method of choice to regularize random forests, though. 
Try max_features and max_depth first.
Have you looked at the user guide on random forests?
http://scikit-learn.org/dev/modules/ensemble.html#forest

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