Correlation and variable importance in random forests

DOI10.48550/arXiv.1310.5726zbMath1505.62167arXiv1310.5726MaRDI QIDQ58729

Baptiste Gregorutti, Bertrand Michel, Philippe Saint-Pierre, Bertrand Michel, Philippe Saint-Pierre, Baptiste Gregorutti

Publication date: 21 October 2013

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.5726

zbMATH Keywords

supervised learning; variable selection; random forests; variable importance

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H30: Classification and discrimination; cluster analysis (statistical aspects)

68T05: Learning and adaptive systems in artificial intelligence

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