Cross-validation is a crucial technique used in the Recursive Feature Elimination (RFE) method to assess the performance of machine learning models when different subsets of features are considered. It helps in selecting the optimal set of features and estimating how well the model will generalize to unseen data. Let's break down how cross-validation is applied within the context of RFE: Initial Model : You start with all available features (columns) in your dataset. These features could be numeric, categorical, or a combination of both. You also have a target variable (e.g., the variable you want to predict). Feature Ranking : RFE ranks the importance of features. It typically uses a performance metric that is appropriate for the type of problem you're solving. For example, mean squared error (MSE) for regression problems or accuracy for classification problems. Feature Elimination : The RFE algorithm identifies the least important feature based on the ranking and removes it f...