This is indeed an opinion based question. Lodash will give you better browser support and possibly better performance, while native functions may be more clear on what they do. Native functions also handle some cases of edges with sparse arrays, etc., which may or may not be relevant to you.
No matter what your boat floats.
Personally, I would go for consistency. If you already use underscore or lodash for your functions that are not executed initially (e.g. _.uniq or _.pick ), I will just use _.filter and something else.
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