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!
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