Correlation and variable importance in random forests

Author:

Gregorutti Baptiste,Michel Bertrand,Saint-Pierre Philippe

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science

Reference40 articles.

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2. Archer, K.J., Kimes, R.V.: Empirical characterization of random forest variable importance measures. Comput. Stat. Data Anal. 52, 2249–2260 (2008)

3. Auret, L., Aldrich, C.: Empirical comparison of tree ensemble variable importance measures. Chemometr. Intell. Lab. Syst. 105, 157–170 (2011)

4. Bi, J., Bennett, K.P., Embrechts, M., Brenemanand, C.M., Song, M.: Dimensionality reduction via sparse support vector machines. J. Mach. Learn. Res. 3, 1229–1243 (2003)

5. Biau, G., Devroye, L., Lugosi, G.: Consistency of random forests and other averaging classifiers. J. Mach. Learn. Res. 9, 2015–2033 (2008)

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