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docs: rfe-cv
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be-marc committed Feb 21, 2023
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4 changes: 2 additions & 2 deletions R/FSelectorRFECV.R
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#' @name mlr_fselectors_rfecv
#'
#' @description
#' Feature selection using the Recursive Feature Elimination with Cross-Validation (RFECV) algorithm.
#' Feature selection using the Recursive Feature Elimination with Cross-Validation (RFE-CV) algorithm.
#' See [FSelectorRFE] for a description of the base algorithm.
#' RFECV runs a recursive feature elimination in each iteration of a cross-validation to determine the optimal number of features.
#' RFE-CV runs a recursive feature elimination in each iteration of a cross-validation to determine the optimal number of features.
#' Then a recursive feature elimination is run again on the complete dataset with the optimal number of features as the final feature set size.
#' The performance of the optimal feature set is calculated on the complete data set and should not be reported as the performance of the final model.
#' Only works with [mlr3::Learner]s that can calculate importance scores (see the section on optional extractors in [mlr3::Learner]).
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4 changes: 2 additions & 2 deletions man/mlr_fselectors_rfecv.Rd

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