[Pkg-exppsy-maintainers] SVM+RFE vs. SMLR

[Yaroslav Halchenko]

> pulling these "relevant" weights away.  So, unless you are redoing the
> regression at each step, removing those features completely, you are
> actually punishing the SMLR each time you pull out weights that it
> thinks are valuable.
but we do retrain after each such feature removal,
ie we don't simply prune the weight (set it to 0), we remove that
feature from training data for a classifier, then retrain classifier.

so we do fair job imho ;-) or have I misread your message?

-- 
Yaroslav Halchenko
Research Assistant, Psychology Department, Rutgers-Newark
Student  Ph.D. @ CS Dept. NJIT
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