Grouped variable importance with random forests and application to multiple functional data analysis

Grouped variable importance with random forests and application to multiple functional data analysis

In this paper, we study the selection of grouped variables using the random forests algorithm. We first propose a new importance measure adapted for groups of variables. Theoretical insights of this criterion are given for additive regression models. The second contribution of this paper is an original method for selecting functional variables based on the grouped variable importance measure. U...

Variable Selection from Random Forests: Application to Gene Expression Data

Random forest is a classification algorithm well suited for microarray data: it shows excellent performance even when most predictive variables are noise, can be used when the number of variables is much larger than the number of observations, and returns measures of variable importance. Thus, it is important to understand the performance of random forest with microarray data and its use for ge...

Random 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...

Variable selection with Random Forests for missing data

Variable selection has been suggested for Random Forests to improve their efficiency of data prediction and interpretation. However, its basic element, i.e. variable importance measures, can not be computed straightforward when there is missing data. Therefore an extensive simulation study has been conducted to explore possible solutions, i.e. multiple imputation, complete case analysis and a n...

Analysis of missing data with random forests