Unbiased variable importance for random forests

DOI10.1080/03610926.2020.1764042MaRDI QIDQ5079869zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 1089157 (Why is no real title available?)
• A note on split selection bias in classification trees
• Random forests
• Scikit-learn: machine learning in Python
• Unbiased split selection for classification trees based on the Gini index
• 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

Describes a project that uses

Uses Software

• GeneSrF
• Scikit
• ranger
• randomForest

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