First
of all, losing weight is NOT the same as losing fat.
Wearing
more clothes (clingfilm or a bin liner etc) during training (usually cardiovascular) will make you sweat more, but will not help you lose fat. You will sweat more, therefore decreasing the
amount of water in your body (weight drops temporarily), but when you rehydrate
after training your weight will rise again.
Think about a sauna, people don't miraculously lost fat and get fit just
by sitting in a sauna.
I
would not recommend this approach for weight loss, unless you're specifically
looking to drop weight for a short period of time for example a weigh in before
a boxing bout.
