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Re:Machine Learning Done Wrong by idunning on Saturday February 28, 2015 @06:11PM (#9125403)
Some techniques, e.g. random forest, give variable importance indicators for free. If you can test it out, give it a go - don't have to use the random forest as the final model.
Re:Machine Learning Done Wrong by ma2rten on Saturday February 28, 2015 @06:27PM (#9125441)
You can use correlation or the coefficients of a linear model iff the features on the same scale. Another method is to train a model leaving out each feature once, then you see how much accuracy drops.