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add optimize_feature_selection option to classify-samples-ncv #201

@adamovanja

Description

@adamovanja

Improvement Description
add optimize_feature_selection option to classify-samples-ncv by adding recursive feature elimination to the inner loop of the nested CV training

Current Behavior
no correct way of performing feature elimination in classify-samples-ncv (see Q2 Forum post)

Proposed Behavior
allow for feature elimination procedure as in classify-samples with parameter optimize_feature_selection

Comments

  1. Suggestion to enhance outputted average feature importance table by adding an additional column named "number of times feature was selected" to account for features being dropped/used in different folds.

References

  1. answer on StackExchange
  2. answer on StackOverflow

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