added hack-support for n_features_to_select

[bgalvao]

• allows user to specify a number of features to select
• this depends on the feature importance of the last iteration's ensemble fit (of accepted + tentative features)
• features that were rejected are left out from this selection
• pull request is just a proposal to issue No n_features_to_select parameter #92

[danielhomola]

Thanks a lot for the PR, really appreciate the effort, but I honestly don't see the point of this.

Getting what you want is literally one line (as you found out too:
feature_importance.argsort()[-n:]

and it's a concern of downstream analysis after feature selection, nothing to do with Boruta.

It's as if you added a method to 'PCA(n_components=25)' that subsets the components and singular values to the first n ones...

[bgalvao]

It is just like you described in the PCA example. Fair enough, it was just for the sake of added functionality, and I can see why it beats the original purpose of Boruta.