Mean decrease accuracy for random forests: inconsistency, and a practical solution via the Sobol-MDA

DOI10.1093/BIOMET/ASAC017OpenAlexW4213420000WikidataQ115582757 ScholiaQ115582757MaRDI QIDQ5872839FDOQ5872839

Authors: Clément Bénard, Sébastien Da Veiga, Erwan Scornet 

Publication date: 4 January 2023

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asac017

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zbMATH Keywords

variable importancevariable selectionsensitivity analysisrandom forestMDASobol index

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (3)

• Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models
• Feature importance: a closer look at Shapley values and LOCO
• Total effects with constrained features

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