Trees, forests, and impurity-based variable importance in regression

DOI10.1214/21-AIHP1240MaRDI QIDQ2686601

Erwan Scornet

Publication date: 28 February 2023

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.04295

zbMATH Keywords

random forestsvariable importancemean decrease impurity

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Uses Software

• R
• randomForest
• optimization

Cites Work

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• Correlation and variable importance in random forests
• Obituary: Leo Breiman
• Additive regression and other nonparametric models
• Grouped variable importance with random forests and application to multiple functional data analysis
• Classification tree algorithm for grouped variables
• The effect of splitting on random forests
• Variable importance in binary regression trees and forests
• Consistency of random forests
• Variance reduction in purely random forests
• Random Forests with R
• Linear Models in Statistics
• Random forests

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