Is Recursive Feature Elimination finding best features subset?
No, RFE cannot guarantee that it finds the feature subset with optimal score.
As with most greedy processes, the point of RFE is to reduce the computational cost (fitting a model for each of the $2^m$ feature subsets), at the cost of perhaps not finding the actual optimum (but hopefully &quot;close enough&quot;).
See also https://stats.stackexchange.com/questions/232461/question-about-recursive-feature-elimination