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ENH No limit on max_features for SelectFromModel #31939

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There is no need to force max_features to be <= _num_features(X) and it is actually better not to have this limit for hyperparameter optimization.

There is no need to force max_features to be <= _num_features(X) and it is actually better not to have this limit for hyperparameter optimization.
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There is no need to force max_features to be <= _num_features(X) and it is actually better not to have this limit for hyperparameter optimization.
There is no need to force max_features to be <= _num_features(X) and it is actually better not to have this limit for hyperparameter optimization.
@ThibaultDECO
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A test is failing because I can't add the label No Changelog Needed

@ThibaultDECO ThibaultDECO changed the title Enhancement: No limit on max_features for SelectFromModel ENH No limit on max_features for SelectFromModel Aug 15, 2025
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