I am using recursive feature elimination with cross-validation (rfecv)
with GridSearchCV
with RandomForest
classifier as follows using
In with pipeline case,
Feature selection (RFECV
) is carried out with base model (RandomForestClassifier(random_state = 42, class_weight="balanced")
) before applying the grid_searchCV
on final estimator.
In without pipeline case,
For each combination of hyperparameter, the corresponding estimator is used for feature selection (RFECV
). Hence, it would be time consuming.