Recursive Feature Elimination.
Inspired by this: http://scikit-learn.org/stable/auto_examples/feature_selection/plot_rfe_with_cross_validation.html#sphx-glr-auto-examples-feature-selection-plot-rfe-with-cross-validation-py I am …
python scikit-learn cross-validation rfeI want to use AUC as the performance measure, but RFE only support RMSE, RSquared, Accuracy, Kappa. How can I …
r r-caret rfe