So I have some experience when it comes to SVM mainly through a basic course in machine learning. However when it comes to features I've never needed to do any form of feature selection before.
The dataset that I have right now has around 40 features and about 650 data points. I've read about different feature selection techniques and decided to try out recursive feature elimination, RFE.
I've tried using the caret package for R and scikit for python 3 however I'm rather confused with the kernels used. It would seem that RFE is mostly done with a linear kernel so my question becomes if you can perform RFE with other kernels like radial, sigmoid and poly.?