If I plot the feature importance of my xgboost model I get for example f10,f3,f7,f99,... as the most important features.
Now I decided to remove f3 and I imagined the new feature importance would be f10,f7,f99,... but what happened is: f10,f18,f99,f50,...
Xgboost seems to choose an entire different approach or something.
Can someone clarify? How can f7,f99 be such important feature but if I remove f3 they become useless????