On Sun, Apr 19, 2015 at 10:05 AM, Gilles Louppe <g.lou...@gmail.com> wrote: > 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.
In my family, shoesize is a perfect predictor for reading skills for 3 out of 5 observations. Josef >> >> 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 > ------------------------------------------------------------------------------ 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