fix handling of standard_error_threshold in feature selection #277
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Hi!
Love the package - really useful!
I noticed a bug in the
get_reduced_features_setmethod ofShapRFECVwhenbest_coherentorbest_parsimoniousis used: it does not actually take the variance of the evaluation metrics into account. Instead it uses the value ofstandard_error_thresholditself to set a lower bound for the metric when selecting the number of features to use.This pull request fixes that.
Best wishes and thanks for sharing your package!