Understanding variable importances in forests of randomized trees

NeurIPS 2013 Gilles LouppeLouis WehenkelAntonio SuteraPierre Geurts

Despite growing interest and practical use in various scientific areas, variable importances derived from tree-based ensemble methods are not well understood from a theoretical point of view. In this work we characterize the Mean Decrease Impurity (MDI) variable importances as measured by an ensemble of totally randomized trees in asymptotic sample and ensemble size conditions... (read more)

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