I have a dataset having a large missing values (more than 40% missing). Genrated a model in xgboost and H2o gradient boosting - got a decent model in both cases. However, the xgboost shows this variable as one of the key contributors to the model but as per H2o Gradient Boosting the variable is not important. Does xgboost handle variables with missing values differently. All the configuration to both the models are exactly the same.