I'm using a sklearn.ensemble.RandomForestClassifier(n_estimators=100)
to work on this challenge:
https://kaggle.com/c/two-sigma-financial-news
I've plotted my feature importance:
I created a fake feature called random
which is just numbers pulled from np.random.randn()
. Unfortunately, it seems to have quite significant feature importance.
How am I supposed to interpret this? I had expected it to be at the bottom.
PS xgboost seems to discard this feature, as it should.