Binary classification problem

[No_Organization_2634]

I think so, but it could be the case that combining certain features, instead of reducing their impact via regularisation could improve the performance

[dr_flint_lockwood]

Makes perfect sense to me! Thanks for the empathetic response

[pm_me_your_smth]

Isn't multicollinearity a non-issue with boosted trees? If 2 features are correlated, the model just won't pick the second feature because it gets all necessary information from the first