Hi Nikolay,

On Wed, Oct 8, 2014 at 10:03 PM, Nikolay Mayorov <n59...@hotmail.com> wrote:
> Hi!
>
> Do you think scikit-learn will benefit from the general algorithm of feature
> selection as described by P.Pudil et al. in  "Floating search methods in
> feature selection"?
>
> It is a wrapper method which alternates feature additions and removals
> (starting from empty or full set of features.) It is known to find optimal
> or close to optimal feature subset in efficient time.
>
> I want to implement it, if you are interested.

I've just finished a first implementation of the Pudil algorithm few
days ago, may be could be a start point.

https://gist.github.com/zarch/abb3993c55fb61b834d1

Have a nice day.

Pietro

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