An experimental study of the intrinsic stability of random forest variable importance measures
نویسندگان
چکیده
منابع مشابه
Letter to the Editor: Stability of Random Forest importance measures
The goal of this article (letter to the editor) is to emphasize the value of exploring ranking stability when using the importance measures, mean decrease accuracy (MDA) and mean decrease Gini (MDG), provided by Random Forest. We illustrate with a real and a simulated example that ranks based on the MDA are unstable to small perturbations of the dataset and ranks based on the MDG provide more r...
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چکیده ندارد.
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15 صفحه اولLetter to the Editor: On the stability and ranking of predictors from random forest variable importance measures
A recent study examined the stability of rankings from random forests using two variable importance measures (mean decrease accuracy (MDA) and mean decrease Gini (MDG)) and concluded that rankings based on the MDG were more robust than MDA. However, studies examining data-specific characteristics on ranking stability have been few. Rankings based on the MDG measure showed sensitivity to within-...
متن کاملRandom Forest variable importance with missing data
Random Forests are commonly applied for data prediction and interpretation. The latter purpose is supported by variable importance measures that rate the relevance of predictors. Yet existing measures can not be computed when data contains missing values. Possible solutions are given by imputation methods, complete case analysis and a newly suggested importance measure. However, it is unknown t...
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ژورنال
عنوان ژورنال: BMC Bioinformatics
سال: 2016
ISSN: 1471-2105
DOI: 10.1186/s12859-016-0900-5