If I have feature importances of different variables in a xgboost/LightGBM model, how do I use this information?

Is it better to just use the top n features and retrain the model?

Does the feature importance of xgboost/LightGBM matter?

  • $\begingroup$ What is your task? What's the goal of your analysis? $\endgroup$ – Leevo Sep 30 '19 at 8:55

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