Can you explain the concept of feature importance in Random Forest?

  • Feature importance focuses on eliminating features
  • Feature importance is irrelevant in Random Forest
  • Feature importance quantifies the contribution of each feature to the model's predictions
  • Feature importance ranks the features by their correlation with the target
Feature importance in Random Forest quantifies the contribution of each feature to the model's predictions. It's based on the average impurity decrease computed from all decision trees in the forest. This helps in understanding the relative importance of different features in the model.
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