DOC Clarify threshold param in SelectFromModel
@@ -97,9 +97,9 @@ class SelectFromModel(MetaEstimatorMixin, SelectorMixin, BaseEstimator):
threshold : str or float, default=None
The threshold value to use for feature selection. Features whose
- importance is greater or equal are kept while the others are
- discarded. If "median" (resp. "mean"), then the ``threshold`` value is
- the median (resp. the mean) of the feature importances. A scaling
+ absolute importance value is greater or equal are kept while the others
+ are discarded. If "median" (resp. "mean"), then the ``threshold`` value
+ is the median (resp. the mean) of the feature importances. A scaling
factor (e.g., "1.25*mean") may also be used. If None and if the
estimator has a parameter penalty set to l1, either explicitly
or implicitly (e.g, Lasso), the threshold used is 1e-5.
