Access all models produced by rfe in caret

问题

This question was migrated from Cross Validated because it can be answered on Stack Overflow. Migrated 7 years ago.

I'm using the rfe function in the caret package to do feature selection for logistic regression model. I'm looking at sizes of 5, 10, 15, 20, and 25 selecting the best model using Rsquared (my dependent variable is 0,1). Is there a way to access the other models produced by the rfe function beyond the final selected model?

回答1:

There is no automatic way. The best thing you can do is to alter the fit function and save it yourself. See rfeControl and the package vignettes for more details.

Max

来源：https://stackoverflow.com/questions/12481365/access-all-models-produced-by-rfe-in-caret