MRG Rfe estimator params #1128
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MRG Rfe estimator params #1128
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LGTM. |
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I fixed a problem in sparse RFECV that I overlooked before and another bug in RFECV. |
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LGTM |
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This addresses issue #1028 and part of #1115:
RFE no clones the estimator before changing it, therefore being more strict in the "fit doesn't change parameters" sense. Also other meta-estimators like GridSearch behave this way.
This is unfortunately a slight API breakage as now, after fitting
rfe.estimatoris an unfitted estimator andrfe.estimator_is a fitted one.The
rfe.estimatorwas not documented, though.The other commit makes it possible to use
RFEandRFECVin a grid search. As for example linear classifiers basically always need a grid search forCI think this is an important feature.