For what I know RF can be used as a model for feature importance or feature selection. Also, that RF can be used as a prediction and classification model. The question that I have is if its possible for a classification task, to use first RF as a feature selection method. So that with the most important features selected, to apply again a RF, but as a classifier. What would be the drawbacks to make this methodology? Is it a correct one? I have been searching some theory, and it seems it can be done, but I do not know if it is advisable to use this model. Any help or explanation about this issue would be great.
Thanks