hi giles,
when dealing with skinny matrices of the type few samples x lots of
features what are the recommendations for extra trees in terms of max
features and number of estimators?
also if a lot of the features are nuisance and most are noisy, are there
any recommendations for feature reduction using extra trees themselves.
time of training or testing is not an important issue. (yes, faster is
better, but we are more interested in feature importance related to
accuracy).
cheers,
satra
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