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cerlymarco avatar cerlymarco commented on May 12, 2024

Hi, thanks for your feedback but I don't think that this should be considered as an erratic behavior.

First of all, each split is not related to each other and this should not assure that all the folds behave in the same manner (especially with real data or unbalanced data).

RFA is more unstable than RFE considering how it works (starting from zeros features and adding them recursively).

Finally, results are affected by the number of iterations and the possible callbacks.

If you have some empirical evidence about this behavior (i.e. a possible bug in the implementation) don't hesitate to let me know.

from shap-hypetune.

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