# Recursive feature elimination (RFE) is a feature selection method that fits a model and removes the weakest feature (or features) 
# until the specified number of features is reached.

**# FRE = RECURSIVE FEATURE ELIMINATION EXAMPLE:**

from sklearn.feature_selection import RFE
from sklearn import linear_model

lm = linear_model.LinearRegression()
rfe = RFE(lm, n_features_to_select = 20, verbose = False)
rfe.fit(X,y)

data = pd.DataFrame(data = rfe.ranking_, columns = ['Rank'])
data['Column_name'] = X.columns
data[data['Rank'] == 1]