Consistent and unbiased variable selection under indepedent features using random forest permutation importance
From MaRDI portal
Publication:6103229
DOI10.3150/22-BEJ1534OpenAlexW4367320326WikidataQ123095402 ScholiaQ123095402MaRDI QIDQ6103229FDOQ6103229
Authors: Burim Ramosaj, Markus Pauly 
Publication date: 2 June 2023
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-29/issue-3/Consistent-and-unbiased-variable-selection-under-indepedent-features-using-Random/10.3150/22-BEJ1534.full
Recommendations
- Efficient permutation testing of variable importance measures by the example of random forests
- Unbiased variable importance for random forests
- A new variable selection approach using random forests
- Empirical characterization of random forest variable importance measures
- A computationally fast variable importance test for random forests for high-dimensional data
- Correlation and variable importance in random forests
- Unbiased variable selection for classification trees with multivariate responses
- A new variable importance measure for random forests with missing data
- Trees, forests, and impurity-based variable importance in regression
Cites Work
- Empirical characterization of random forest variable importance measures
- Consistency of random forests
- 10.1162/153244303322753616
- Reinforcement learning trees
- Correlation and variable importance in random forests
- Random forests
- Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
- Quantifying uncertainty in random forests via confidence intervals and hypothesis tests
- Title not available (Why is that?)
- Consistent estimation of residual variance with random forest out-of-bag errors
- Asymptotic properties of high-dimensional random forests
This page was built for publication: Consistent and unbiased variable selection under indepedent features using random forest permutation importance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6103229)
