RFlocalfdr

Significance Level for Random Forest Impurity Importance Scores

Last update: 9 November 2023

Copyright license: GNU General Public License

Software version identifier: 0.8.5

Sets a significance level for Random Forest MDI (Mean Decrease in Impurity, Gini or sum of squares) variable importance scores, using an empirical Bayes approach. See Dunne et al. (2022) <doi:10.1101/2022.04.06.487300>.

Cites work

Thresholding Gini Variable Importance with a single trained Random Forest: An Empirical Bayes Approach