Comparing multiple methods with same dataset in the Wrapper Feature Selection
As part of a project of mine I am trying to compare 4 methods (NB,RandomForest,SVM, MLP). In the process it reaches a step where the data set is multiplied into 4 distinct wrappers (standard Optimize selection) in which the feature selection will take place. In the inner learner of the wrapper I am using the x-validation to obtain the performance of each learner and then obtain the feature set. However I want to be sure that datasets created by the cross-validation (in this case 10) are exactly the same for consistency sake between all the methods, how would I do that?
So summing up, how do I guarantee for each wrapper I have the same rows within folds each time.