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I'm pretty new to machine learning and I have a question regarding weighting features.

I was able to get code running with scikit-learn and random forest. Now I would like to weight certain features higher to give them more importance. The data ranges anywhere from T/F to dollar amounts. Can someone point me in a good direction for this? I haven't been very successful finding examples to use.

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  • $\begingroup$ Can you provide more information here? I'm not sure if this will be answerable at present. $\endgroup$
    – gung - Reinstate Monica
    Mar 29, 2017 at 19:24
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    $\begingroup$ Do you want to reweight the importance of predictive features, or predicted? $\endgroup$
    – Sean Easter
    Mar 30, 2017 at 0:47

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Generally, it's not a great idea to try to meddle with feature weights - RF (and machine learning algorithms in general) works out the importance of features by itself.

See also: https://stackoverflow.com/questions/38034702/how-to-put-more-weight-on-certain-features-in-machine-learning

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