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The Gini importance of the random forest provided superior means for measuring feature relevance on spectral data, but - on an optimal subset of features - the regularized classifiers might be preferable over the random forest classifier, in spite of their limitation to model linear dependencies only. A feature selection based on Gini importance, however, may precede a regularized linear classification to identify this optimal subset of features, and to earn a double benefit of both dimensionality reduction and the elimination of noise from the classification task.
Menze et al. (Fri,) studied this question.
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