I think the answer to this question should be simple but I have searched the internet for a while and not found anything.
I have a set of categorical attributes and a continuous target variable. My aim is to understand the attribute importance. I'm not that familiar with statistical methods, but know Machine Learning so thought of building a Random Forest. However it's complex and I think perhaps there is a better way.
I saw this post which seemed to suggest ANOVA but I want to do more than reject a null hypothesis.
I had a look at the scikitlearn cheat sheet which seemed to point to Gradient Descent. I looked into this but couldn't see any examples of using categorical variables. Is that possible and if so could someone point me in the direction of an example?