Mateusz Garbacz

I agree with the fact that this would complicate the API. That is why a way to implement it could be make a class that inherits from `ShapRFECV` e.g. `GroupedShapRFECV`....

This is definitely something that would be nice to have. A couple of thoughts: 1. How do we see this feature being further used? In some way we would use...

I like it, especially the second option that you have presented with the use of CV, it is more data efficient. Another tweak that can be done there is using...

In my experience with the feature: - the shape of the curve has quite a high std, due to the hyperparam opt at each step, which if you don't do...

Thanks for making the issue! It would definitely be good to extend support for CatBoost as well. This requires edits in `probatus/feature_elimination/feature_elimination.py` in lines 965-982, to pass the arguments differently...

@operte This might be interesting for you

Let's go for the one we currently support for LGBM and XGB, to be consistent.

This issue is created to keep track of the new large features that will be developed in the future. The issues closed in each release are covered in CHANGELOG, the...

I would also add some simple unit test for the feature of getting top feature. You can also modify existing unit test to check if the ranking_ and support_ variables...

Also please have a look what has changed in, just to make sure your PR is aligned #175