diff --git a/sklearn/feature_selection/_rfe.py b/sklearn/feature_selection/_rfe.py index d2bd78e225a54..a0b65bb6206f1 100644 --- a/sklearn/feature_selection/_rfe.py +++ b/sklearn/feature_selection/_rfe.py @@ -564,6 +564,11 @@ 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 `.