[hellrich]

A colleague of mine is quite happy using caret for streamlined feature selection http://topepo.github.io/caret/index.html

[wakkaflokka]

Is there a Python equivalent of this package?

[gnaddel]

The closest equivalent I can think of is scikit-learn [1], which also gives you a unified way of using many different algorithms. I wouldn't say the two are really equivalent but both are excellent and a joy to use. One major difference is that, as far as I know, caret is mainly a standardization wrapper for other R packages' functionality, while scikit uses its own implementations.

[1] http://scikit-learn.org/stable/