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DOC:Add inline example link to RFECV class docstring (#30621) #31476

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4 changes: 4 additions & 0 deletions sklearn/feature_selection/_rfe.py
Original file line number Diff line number Diff line change
Expand Up @@ -564,6 +564,10 @@ class RFECV(RFE):
different numbers of selected features and aggregated together. Finally, the scores
are averaged across folds and the number of features selected is set to the number
of features that maximize the cross-validation score.

For a detailed example of using RFECV to select features when training a
:class:`~sklearn.linear_model.LogisticRegression`, see
:ref:`sphx_glr_auto_examples_feature_selection_plot_rfe_with_cross_validation.py`.
See glossary entry for :term:`cross-validation estimator`.

Read more in the :ref:`User Guide <rfe>`.
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