Hi Luca,
If you want to find all relevant features, I would recommend using
ExtraTreesClassifier with max_features=1 and limited depth in order to
avoid this kind of bias due to estimation errors. E.g., try with
max_depth=3 to 5 or using max_leaf_nodes.
Hope this helps,
Gilles
On 19 April 2015 at 14:30, Luca Puggini <lucapug...@gmail.com> wrote:
> Hi all,
> I am using random forest and extra trees importance.
> I am wondering if there is any method to dial with correlated variables.
>
> Suppose for example the R party package.
> In page 30 of the documentation
> http://cran.r-project.org/web/packages/party/party.pdf a measure of
> 'conditional importance' is described.
>
> If I run importance with the ensamble methods in sklearn I get that
> shoesize is a relevant predictor for reading skills.
>
> Is there any way to avoid that?
>
> Thanks a lot!
>
>
> ------------------------------------------------------------------------------
> BPM Camp - Free Virtual Workshop May 6th at 10am PDT/1PM EDT
> Develop your own process in accordance with the BPMN 2 standard
> Learn Process modeling best practices with Bonita BPM through live
> exercises
> http://www.bonitasoft.com/be-part-of-it/events/bpm-camp-virtual-
> event?utm_
> source=Sourceforge_BPM_Camp_5_6_15&utm_medium=email&utm_campaign=VA_SF
> _______________________________________________
> Scikit-learn-general mailing list
> Scikit-learn-general@lists.sourceforge.net
> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
>
>
------------------------------------------------------------------------------
BPM Camp - Free Virtual Workshop May 6th at 10am PDT/1PM EDT
Develop your own process in accordance with the BPMN 2 standard
Learn Process modeling best practices with Bonita BPM through live exercises
http://www.bonitasoft.com/be-part-of-it/events/bpm-camp-virtual- event?utm_
source=Sourceforge_BPM_Camp_5_6_15&utm_medium=email&utm_campaign=VA_SF
_______________________________________________
Scikit-learn-general mailing list
Scikit-learn-general@lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
