def rfecv_credit_example(image="rfecv_credit.png"):
X, y = load_credit()
_, ax = plt.subplots()
cv = StratifiedKFold(5)
oz = RFECV(RandomForestClassifier(), ax=ax, cv=cv, scoring="f1_weighted")
oz.fit(X, y)
oz.poof(outpath=os.path.join(IMAGES, image))
def rfecv_sklearn_example(image="rfecv_sklearn_example.png"):
X, y = make_classification(
n_samples=1000,
n_features=25,
n_informative=3,
n_redundant=2,
n_repeated=0,
n_classes=8,
n_clusters_per_class=1,
random_state=0,
)
_, ax = plt.subplots()
oz = RFECV(SVC(kernel="linear", C=1), ax=ax)
oz.fit(X, y)
oz.poof(outpath=os.path.join(IMAGES, image))