- Extreme Gradient Boosting: A quick and reliable regressor and classifier
- Summary: LightGBM is faster and better though XGBoost is close
In this post, I’ll discuss random forests, another popular approach for feature ranking.
Random forest feature importance
Random forests are among the most popular machine learning methods thanks to their relatively good accuracy, robustness and ease of use. They also provide two straightforward methods for feature selection: mean decrease impurity and mean decrease accuracy.