Unbiased variable importance for random forests

DOI10.1080/03610926.2020.1764042OpenAlexW3009833198MaRDI QIDQ5079869FDOQ5079869

Authors: 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

random forestsvariable importancetreesgini impurity

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Scikit-learn: machine learning in Python
• Random forests
• Unbiased split selection for classification trees based on the Gini index
• Title not available (Why is that?)
• A note on split selection bias in classification trees
• Variable selection bias in regression trees with constant fits

Cited In (4)

• Debiasing SHAP scores in random forests
• Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance
• Consistent and unbiased variable selection under indepedent features using random forest permutation importance
• Efficient permutation testing of variable importance measures by the example of random forests

Uses Software

• randomForest
• ranger
• Scikit
• GeneSrF

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