@rasbt Great 🧵! Another big issue is the RF tendency to overestimate importance of correlated features. Either we make a good feature engineering 1st, or we need to use a "conditional" permutation. There is a great series of papers from Strobl et al on thi
RT @JameCWiley: @flourn0 I use the Garson importance metric described in the appendix of this paper somewhat frequently, author describes i…
@flourn0 I use the Garson importance metric described in the appendix of this paper somewhat frequently, author describes it very clearly: https://t.co/YDMrrdu6OJ A must-read if you want to get into random forest importances: https://t.co/eZVqwmCk2D
RT @josejorgexl: I like to use tree-based models to determine the feature importance I have even written about it here on Twitter. Imagine…