Forward feature selection - begin with pre selected features

[kazyka]

Is it possible to do the forward feature selection, where I have defined some preselected features, that the model have to include in the forward feature selection algorithm? :)

[rasbt]

Unfortunately, this is currently not possible. However, it would be an interesting, useful addition to the current implementation. Also, I think it wouldn't be hard to implement. I.e., the _exclusion and _inclusion methods that do the heavy-lifting already have arguments like fixed_features and ignore_features for features that should not be considered for that particular step. To implement the feature you have in mind, these would just need to be seeded with a particular subset of features that you want to require.

[rasbt]

Just added a fixed_features param to the SFS via #578