Recursive feature elimination on Random Forest using scikit-learn
问题 I'm trying to preform recursive feature elimination using scikit-learn and a random forest classifier, with OOB ROC as the method of scoring each subset created during the recursive process. However, when I try to use the RFECV method, I get an error saying AttributeError: 'RandomForestClassifier' object has no attribute 'coef_' Random Forests don't have coefficients per se, but they do have rankings by Gini score. So, I'm wondering how to get arround this problem. Please note that I want to