[MRG] DOC update comment of RFE._fit
@@ -136,6 +136,11 @@ class RFE(BaseEstimator, MetaEstimatorMixin, SelectorMixin):
return self._fit(X, y)
def _fit(self, X, y, step_score=None):
+ # Parameter step_score controls the calculation of self.scores_
+ # step_score is not exposed to users
+ # and is used when implementing RFECV
+ # self.scores_ will not be calculated when calling _fit through fit
+
X, y = check_X_y(X, y, "csc")
# Initialization
n_features = X.shape[1]
