Hello,
I trained a random forest model and a KNN model, the former gave an r-squared of 0.90, and the latter had an r-squared of 0.86. The RF model could predict 95 % of testing data, and the KNN model could predict 92 %.
There are inconsistencies in the variable importance, as the most important variable in the RF model is ranked 4th or 5th in the KNN model VIP() calculations, and vise versa. What do you think about this inconsistency? is this situation, generally, not uncommon?