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Cited by 751

The DOI matches its Crossref record; 6 of the 6 references it cites were found in a registry or an index.

The revival of the Gini importance?

Open access
Nembrini, Stefano, König, Inke R, Wright, Marvin N·2018·Bioinformatics

Abstract

Motivation: Random forests are fast, flexible and represent a robust approach to analyze high dimensional data. A key advantage over alternative machine learning algorithms are variable importance measures, which can be used to identify relevant features or perform variable selection. Measures based on the impurity reduction of splits, such as the Gini importance, are popular because they are simple and fast to compute. However, they are biased in favor of variables with many possible split points and high minor allele frequency. Results: We set up a fast approach to debias impurity-based variable importance measures for classification, regression and survival forests. We show that it creates a variable importance measure which is unbiased with regard to the number of categories and minor allele frequency and almost as fast as the standard impurity importance. As a result, it is now possible to compute reliable importance estimates without the extra computing cost of permutations. Further, we combine the importance measure with a fast testing procedure, producing p-values for variable importance with almost no computational overhead to the creation of the random forest. Applications to gene expression and genome-wide association data show that the proposed method is powerful and computationally efficient. Availability and implementation: The procedure is included in the ranger package, available at https://cran.r-project.org/package=ranger and https://github.com/imbs-hl/ranger. Supplementary information: Supplementary data are available at Bioinformatics online.

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Metadata

Authors
Nembrini, S., König, I. R., & Wright, M. N.
Venue
Bioinformatics
Published
2018-05-10
Volume
34
Issue
21
Pages
3711-3718
ISSN
  • 1367-4803 (ISSN-L)
  • 1367-4811
OpenAlex
W2802643674
Cited by
751
References
6
FWCI
37.49
Type
journal article
Language
en
Open access
hybrid

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