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May 6, 2024 at 2:51 comment added Squan Schmaan Thanks, Does Xgboost require the data to be MCAR? In my dataset there are patterns in the missingness (i.e one sensor was not always possible to use depending on a range of factors)
Apr 24, 2024 at 6:57 comment added M. Londschien I'd advise against 2. Fitting $p$ models, one for each variable using that variable only, and then aggregating their predictions will not allow the models to model interactions between the variables. Even if you use XGBoost. This is not reduced modeling, which also builds an ensemble, but of models for all possible subsets of variables. See my response below.
Apr 24, 2024 at 6:08 history bounty awarded CommunityBot
Apr 23, 2024 at 23:42 vote accept Squan Schmaan
Apr 20, 2024 at 14:15 history answered Mark White CC BY-SA 4.0