step
param of RFE
and RFECV
should select percentage of **remaining** features when within (0.0, 1.0)
#26715
ClaudioSalvatoreArcidiacono
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Hey all!
In the current implementation, setting the
step
parameter ofRFE
andRFECV
to a float within (0.0, 1.0) is equivalent to setting it tomath.ceil(step * n_features)
.Wouldn't it be more useful if this parameter discarded the fraction of the remaining features at every step? In this way RFE and RFECV could be used to make bigger steps at the beginning of the selection procedure and smaller steps as the selection process continues.
For example, in this way, the number of features at every step would be (for n_features=40 and step=0.3):
[40, 28, 19, 13, 9, 6, 4, 2, 1]
Instead of
[40, 28, 16, 4, 1]
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