recursive floating for SequentialFeatureSelector

[rasbt]

Description

Adds an recursive_floating parameter to the SequentialFeatureSelector:

recursive_floating : bool (default=False)
    If `True`, uses the floating behavior described in
    Novovicova & Kittler (1994) for the `floating=True` variants.
    That is, the continuation of conditional exclusion in SFFS
    (skipping inclusion if feature removal leads to better performance).
    Similarly, the conditional inclusion is continued in SFBS
    (and consequently the the exclusion is skipped) as long as it leads
    to improvements in performance.
    Note: `recursive_floating` will be set `True` in future versions
    of mlxtend (mlxtend > 0.10).

Related issues or pull requests

Fixes #243

Pull Request requirements

• Added appropriate unit test functions in the ./mlxtend/*/tests directories
• Ran nosetests ./mlxtend -sv and make sure that all unit tests pass
• Checked the test coverage by running nosetests ./mlxtend --with-coverage
• Checked for style issues by running flake8 ./mlxtend
• Added a note about the modification or contribution to the ./docs/sources/CHANGELOG.md file
• Modify documentation in the appropriate location under mlxtend/docs/sources/ (optional)
• Checked that the Travis-CI build passed at https://travis-ci.org/rasbt/mlxtend

More todos:

• add a deprecation warning to the default setting recursive_floating=False (only if floating=True to avoid being too annoying) mentioning that this will be recursive_floating=True in mlxtend >= v0.10

[coveralls]

Coverage increased (+0.1%) to 90.895% when pulling 8f22f4b on recursive-floating into 5735e00 on master.

[coveralls]

Coverage increased (+0.1%) to 90.893% when pulling 8f22f4b on recursive-floating into 5735e00 on master.

[coveralls]

Coverage increased (+0.1%) to 90.893% when pulling bb9af54 on recursive-floating into 5735e00 on master.

[coveralls]

Coverage increased (+0.1%) to 90.893% when pulling 1550820 on recursive-floating into 5735e00 on master.

[coveralls]

Coverage increased (+0.1%) to 90.893% when pulling 4e3ca62 on recursive-floating into 5735e00 on master.

[rasbt]

I simplified the implementation a little bit using two nested while-loops now. This is doing exactly the same as before with recursive_floating=True based on my debugger, but is now hopefully a bit more intuitive to read. Note that I removed the recursive_floating parameter and enabled the implementation by default now as the implementation is already complicated enough :P (also I didn't notice any differences in the test scenarios; I believe it could improve the feature selection in certain edge cases though)

[rasbt]

just saw that we had the discussion in the other thread, so I am just pinging you here ;) @nd26

[coveralls]

Coverage increased (+0.05%) to 90.849% when pulling 021b930 on recursive-floating into 5735e00 on master.