scikit-learn/scikit-learn — pull request #1128 by amueller (2012-09-07 17:53:15+00:00)
Title: Rfe estimator params

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.estimator`` is an unfitted estimator and ``rfe.estimator_`` is a fitted one.
The ``rfe.estimator`` was not documented, though.

The other commit makes it possible to use ``RFE`` and ``RFECV`` in a grid search. As for example linear classifiers basically always need a grid search for ``C`` I think this is an important feature.