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Re:Introduction to Decision Tree Learning by claytonjy on Thursday April 26, 2018 @03:56PM (#16935087)
I use RF's commonly for getting that same feel, but I recently learned that I've been making some big mistakes when interpreting default feature-importance outputs; this recent article really opened my eyes: http://parrt.cs.usfca.edu/doc/rf-importance/index.html

Short version: always use permutation importance, but use leave-it-out importance when it really matters

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