Feature Importance May Be Lying To You

There’s a new alternative that’s much more accurate

Photo by Paweł Czerwiński on Unsplash

I love random forest models. They’re easy to set up, don’t require much power to train, and are easy to understand. It’s also one of the first models I used in production.

Random forest is an Interpretable Model, meaning you can see what it’s doing behind-the-scenes. Being interpretable…