PR welcome ;)

On 12/3/19 11:02 PM, Brown J.B. via scikit-learn wrote:
2019年12月3日(火) 5:36 Andreas Mueller <t3k...@gmail.com <mailto:t3k...@gmail.com>>:

    It does provide the ranking of features in the ranking_ attribute
    and it provides the cross-validation accuracies for all subsets in
    grid_scores_.
    It doesn't provide the feature weights for all subsets, but that's
    something that would be easy to add if it's desired.


I would guess that there is some population of the user base that would like to track the per-iteration feature weights. It would appear to me that a straightforward (un-optimized) implementation would be place a NaN value for a feature once it is eliminated, so that a numpy.ndarray can be returned and immediately dumped to matplotlib.pcolormesh or other visualization routines in various libraries.

Just an idea.

J.B.

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