Trees, forests, and impurity-based variable importance in regression

Author:

Scornet Erwan1

Affiliation:

1. Centre de Mathématiques Appliquées, Ecole Polytechnique, CNRS, Institut Polytechnique de Paris, Palaiseau, France

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference44 articles.

1. S. Arlot and R. Genuer. Analysis of purely random forests bias, 2014. Available at arXiv:1407.3939.

2. C. Bénard, S. Da Veiga and E. Scornet MDA for random forests: Inconsistency, and a practical solution via the Sobol-MDA. arXiv preprint, 2021. Available at arXiv:2102.13347.

3. G. Biau. Analysis of a random forests model. J. Mach. Learn. Res. 13 (2012) 1063–1095.

4. A.-L. Boulesteix, A. Bender, J. L. Bermejo and C. Strobl. Random forest Gini importance favours snps with large minor allele frequency: Impact, sources and recommendations. Brief. Bioinform. 13 (2011) 292–304.

5. L. Breiman. Random forests. Mach. Learn. 45 (2001) 5–32.

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