Seminar #51 - Machine Learning - How Variable Importance Works

n Exploratory, when you build machine learning or statistical learning models you will see a tab called 'Importance' that shows which variables are more important to predict a given target variable values. In this seminar, Kan will explain how the variable importance is calculated as well as how to interpret the result. Also, he's going to introduce a method called 'Boruta', which is used address challenges brought by the randomness of the Random Forest models.