I have about 100 data sets with over 100,000 rows and 27 predictor variables and multiple response variable on each dataset. I want to select the most essential Features for these datasets. I used Boruta() from the package Boruta, but it takes an extremely long time (about 3 hours for a single sample). Could someone kindly tell me the quickest technique to select key features from a large dataset?
This is the extension from my previous questions: