Unbiased variable importance for random forests

The default variable-importance measure in random forests, Gini importance, has been shown to suffer from the bias of the underlying Gini-gain splitting criterion. While the alternative permutation importance is generally accepted as a reliable measure of variable importance, it is also computationa...

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Bibliographic Details

Published in:	Communications in statistics. Theory and methods Vol. 51; no. 5; pp. 1413 - 1425
Main Author:	Loecher, Markus
Format:	Journal Article
Language:	English
Published:	Taylor & Francis 04.03.2022
Subjects:	Gini impurity random forests trees Variable importance
ISSN:	0361-0926, 1532-415X
Online Access:	Get full text
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