[ACCEPTED]-ValueError using recursive feature elimination for SVM with rbf kernel in scikit-learn-rfe
This seems to the expected outcome. RFECV requires 15 the estimator to have an coef_ which signifies 14 the feature importances:
estimator : object
A 13 supervised learning estimator with a fit 12 method that updates a coef_ attribute that 11 holds the fitted parameters. Important features 10 must correspond to high absolute values 9 in the coef_ array.
By changing the kernel 8 to RBF, the SVC is no longer linear and the 7 coef_ attribute becomes unavailable, according 6 to the documentation:
coef_
array, shape = [n_class-1, n_features]
Weights 5 asigned to the features (coefficients in 4 the primal problem). This is only available 3 in the case of linear kernel.
The error is 2 raised by SVC (source) when RFECV is trying to access 1 coef_ when the kernel is not linear.
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