[scikit-learn] SVM-RFE

Brown J.B. jbbrown at kuhp.kyoto-u.ac.jp
Mon Nov 25 06:34:39 EST 2019


2019年11月23日(土) 2:12 Andreas Mueller <t3kcit at gmail.com>:

> I think you can also use RFECV directly without doing any wrapping.
>
> Your request to do performance checking of the steps of SVM-RFE is a
> pretty common task.
>
>
Yes, RFECV works well (and I should know as an appreciative long-time user
;-)  ), but does it actually provide a mechanism (accessors) for tracing
the step by step feature weights and predictive ability as the features are
continually reduced?
(Or perhaps it's because I'm looking at 0.20.1 and 0.21.2 documentation...?)

J.B.
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