[scikit-learn] RFE/RFECV parameter suggestion

[George Fisher]

I found that xgboost generates an exception under RFECV when the number of
features remaining falls below 3. I fixed this for myself by adding a
'stop_at' parameter (default=1) that stops the process in RFE when the
remaining features falls below this number. I think it might be a useful
feature more broadly than simply as a hacked work-around so I offer it as a
pull request.

George Fisher
george at georgefisher.com
+1 917-514-8204
https://github.com/grfiv

Ubuntu 17.04 Desktop
Python 3.5.3
IPython 6.0.0
sklearn 0.18.1
(xgboost 0.6)
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