Forward variable selection for random forest models

DOI10.1080/02664763.2022.2095362MaRDI QIDQ6063298zbMATH OpenOpenAlexFDO

Authors Jasper Velthoen, Juan-Juan Cai, Geurt Jongbloed

Publication date 7 November 2023

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

random forestsvariable selectioncorrelated covariatesforward selectionCRPS

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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

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