Hello, I have a question regarding sklearn's RFE module. I have a multi-output regressor and I would like to reduce dimensionality of input using RFE. However, it seems that it is not possible to have multi-dimensional output when using RFE. I was wondering if there is a workaround for this or there is something conceptually wrong about it. You can find a minimal working code at the following link.
https://stackoverflow.com/questions/57060003/multi-output-regressor-and-sklearns-rfe-module Thanks! Navid
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