I have a dataset where I have categorical and continuous values with targets 0/1 (binary classification task). Since I need to find patterns and relationships in the occurrence of the event or target, I think I should use Decision trees. However the issue is that I have 2 categorical variables which have 700 & 150 categories respectively with the remaining variables being numerical/continuous.
My questions are as follows:
Can I estimate feature importance using random forests in sklearn for this set of variables? If yes, do I need to change the type of variables?
Can I use the variables as they are, i.e categorical with so many categories each & continuous variables, when training a decision tree using sklearn in order to be able to visualize rules from the tree?
Please feel free to suggest any other approach too. The prime objective of the task is to identify the drivers/features which impact the target & generate a pattern - if at all can be identified from the data.
Also, given these many categories for the 2 variables, how do I conduct a statistical analysis for this variables alone with the target to understand if any correlation exists or identify cause effect relationships.