Forward variable selection for random forest models

DOI10.1080/02664763.2022.2095362OpenAlexW4285800002MaRDI QIDQ6063298

Juan-Juan Cai, Geurt Jongbloed, Jasper Velthoen

Publication date: 7 November 2023

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2022.2095362

zbMATH Keywords

variable selectionrandom forestsforward selectionCRPScorrelated covariates

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Correlation and variable importance in random forests
• Generalized random forests
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Random forests

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