Recursive feature elimination (RFE) is a feature-selection strategy. It performs in two nested levels of cross-validation. First it tries to divide the training set into N folds. RFE puts one fold aside for testing the generalization and then trains itself with the remaining data.
+ http://…e-feature-elimination-coupled-to-svm-in-r
+ http://…/recursive-feature-elimination-rfe
+ http://…0Selection%20from%20Microarray%20Data.pdf
Recursive Feature Elimination (RFE) google