I have built a GridsearchCV pipeline and it seems to run fine.
However, I can't seem to (after much reading) find a way to properly extract the features selected.
Does this mean that whenever I attempt to run the "best model", the model assumes that the feature set passed in for prediction is exactly the same (even in the sequence of features in the columns)?
Is there a better way to achieve this because otherwise I would have to rebuild the entire feature set when using live data when GridsearchCV says I only need (for example) 5 features.
I was thinking perhaps I would reconstruct the classifier with the hyperparameters of the GridsearchCV output but that seems a little convoluted?