PyMVPA/PyMVPA — pull request #235 by yarikoptic (2014-07-15 18:56:27+00:00)
Title: Make SplitRFE work with "static" univariate measures + BinaryFxFeaturewiseMeasure

The purpose was to unify/simplify feature selection based on some univariate measures with nested cross-validation to estimate optimal number of features. Previously SplitRFE was allowing only for using classifier's sensitivity analyzer, and not some external (possibly not changing through RFE, thus "static") measure. With these changes it should be easy to wrap any binary function to estimate relation to the targets samples attribute (e.g. mutual information, or correlation), and provide it to SplitRFE.
SplitRFE also got ability to parallelize its inner loop via joblib (well -- I think eventually we might just shift to use it for all parallelization altogether, but not yet).
I forgot if there was anything particular not finished (besides those various sandboxy TODOs), and it seemed to function nicely, so here came a PR ;)