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Feature Importance — MDI Limitations
You train a RandomForestClassifier to predict customer churn and extract
feature importances. customer_id (a random integer unique per customer)
appears as the third most important feature.
- Why is
customer_idappearing as important? - What is the fundamental flaw in MDI (Mean Decrease in Impurity) that causes this?
- How would you get reliable feature importances for this problem?
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