I have run a decsision tree with 62 idependent variables to predict stock prices. However, when extracting the feature importance with classifier_DT_tuned$variable.importance
, I only see the importance of 55 and not 62 variables.
I would have expected that the decision tree picks up the most important variables but then would assign a 0.00 in importance to the not used ones. Could you please help me out and elaborate on this issue? Thanks!