Explain 'Recursive Feature Elimination' (RFE).

Explain 'Recursive Feature Elimination' (RFE).

Approach: Describe an iterative process of removing the least important features.

A feature selection method that fits a model and removes the weakest feature (or features) until the specified number of features is reached. Features are ranked by the model's 'coef_' or 'feature_importances_' attributes.

Follow-up: Is it computationally expensive?

Key concepts: feature selection, ranking, model training.