Timeline for Almost reverse feature importances by Extratrees vs RandomForest
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 17, 2018 at 2:58 | comment | added | user20160 | "If a feature A is used already, and feature B does not add any new information over A it won't get used." This isn't true. Consider the case where A and B are identical copies. Random forests choose the variable to split from a random subset. A and B have equal probability of appearing in this subset, so sometimes A will be selected first, and sometimes B. The trees are fit independently. So, A and B would be expected to occur with equal frequency across trees in the forest, on average. Of course, there will be variability due to randomness from bagging and random feature selection. | |
| Dec 17, 2018 at 2:11 | comment | added | rnso | Which features here are likely to be linearly correlated? Are you suggesting I should check that and use only 1 amongst linearly correlated variables? | |
| Dec 16, 2018 at 23:40 | history | answered | Jon Nordby | CC BY-SA 4.0 |