MDI+: A Flexible Random Forest-Based Feature Importance Framework

2 code implementations • 4 Jul 2023 • Abhineet Agarwal, Ana M. Kenney, Yan Shuo Tan, Tiffany M. Tang, Bin Yu

We show that the MDI for a feature $X_k$ in each tree in an RF is equivalent to the unnormalized $R^2$ value in a linear regression of the response on the collection of decision stumps that split on $X_k$.

Drug Response Prediction Feature Importance +1