[scikit-learn] RFE/RFECV parameter suggestion

[Manoj Kumar]

See https://github.com/scikit-learn/scikit-learn/issues/6564 and
https://github.com/scikit-learn/scikit-learn/pull/7269

On Sun, Apr 30, 2017 at 5:50 PM, Sebastian Raschka <se.raschka at gmail.com>
wrote:

> For RFECV, I think that a min_features parameter could be useful.
>
> Alternatively, making XGBoost more scikit-learn compatible instead of
> making scikit-learn more XGBoost compatible could be another take on this.
>
> Best,
> Sebastian
>
> > On Apr 30, 2017, at 3:13 PM, George Fisher <george at georgefisher.com>
> wrote:
> >
> > I found that xgboost generates an exception under RFECV when the number
> of features remaining falls below 3. I fixed this for myself by adding a
> 'stop_at' parameter (default=1) that stops the process in RFE when the
> remaining features falls below this number. I think it might be a useful
> feature more broadly than simply as a hacked work-around so I offer it as a
> pull request.
> >
> > George Fisher
> > george at georgefisher.com
> > +1 917-514-8204
> > https://github.com/grfiv
> >
> > Ubuntu 17.04 Desktop
> > Python 3.5.3
> > IPython 6.0.0
> > sklearn 0.18.1
> > (xgboost 0.6)
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> > scikit-learn at python.org
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>
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-- 
Manoj,
http://github.com/MechCoder
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