Unbiased variable importance for random forests

DOI10.1080/03610926.2020.1764042OpenAlexW3009833198MaRDI QIDQ5079869

Markus Loecher

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.02106

zbMATH Keywords

treesrandom forestsvariable importancegini impurity

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Efficient permutation testing of variable importance measures by the example of random forests ⋮ Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance

Uses Software

• Scikit
• GeneSrF
• randomForest
• ranger

Cites Work

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• A note on split selection bias in classification trees
• Variable selection bias in regression trees with constant fits
• Unbiased split selection for classification trees based on the Gini index
• Random forests

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