'Which is best model for regression if all independent variables are categorical and ordinal in nature?

I have dataset with 4000+ rows and 150+ features ,all of which are categorical. Though I'm getting a very less RMSE with Random Forest Regressor, when I plot actual vs predicted scatterplot, the values seem to be level-wise and widely scattered, the residuals vary from -15 t0 30. Let's have a look at the plot -

actual vs predicted scatterplot

Is it a right measure to evaluate performance of model through scatterplot ? Or how should I know the model is good or not for these complex relationship.

How does XGBoostRegressor would fit in this case ?



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