I use RF's commonly for getting that same feel, but I recently learned that I've been making some big mistakes when interpreting default feature-importance outp

I use RF's commonly for getting that same feel, but I recently learned that I've been making some big mistakes when interpreting default feature-importance outputs; this recent article really opened my eyes: http://parrt.cs.usfca.edu/doc/rf-importance/index.html http://parrt.cs.usfca.edu/doc/rf-importance/index.html Short version: always use permutation importance, but use leave-it-out importance when it really matters