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5 changes: 5 additions & 0 deletions sklearn/feature_selection/_rfe.py
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Expand Up @@ -564,6 +564,7 @@ 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.

See glossary entry for :term:`cross-validation estimator`.

Read more in the :ref:`User Guide <rfe>`.
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False])
>>> selector.ranking_
array([1, 1, 1, 1, 1, 6, 4, 3, 2, 5])

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`.
"""

_parameter_constraints: dict = {
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