The DOI matches its Crossref record; 6 of the 6 references it cites were found in a registry or an index.
Conditional variable importance for random forests
Open accessAbstract
BACKGROUND: Random forests are becoming increasingly popular in many scientific fields because they can cope with "small n large p" problems, complex interactions and even highly correlated predictor variables. Their variable importance measures have recently been suggested as screening tools for, e.g., gene expression studies. However, these variable importance measures show a bias towards correlated predictor variables. RESULTS: We identify two mechanisms responsible for this finding: (i) A preference for the selection of correlated predictors in the tree building process and (ii) an additional advantage for correlated predictor variables induced by the unconditional permutation scheme that is employed in the computation of the variable importance measure. Based on these considerations we develop a new, conditional permutation scheme for the computation of the variable importance measure. CONCLUSION: The resulting conditional variable importance reflects the true impact of each predictor variable more reliably than the original marginal approach.
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Cites
Breiman, L. (2001) · Machine Learning · doi:10.1023/a:1010933404324 · Cited by 133,538
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Hastie, T., Friedman, J., & Tibshirani, R. (2001) · Springer Series in Statistics · doi:10.1007/978-0-387-21606-5 · Cited by 24,162
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Unbiased Recursive Partitioning: A Conditional Inference Framework
Hothorn, T., Hornik, K., & Zeileis, A. (2006) · Journal of Computational and Graphical Statistics · doi:10.1198/106186006x133933 · Cited by 4,021
Self-citationPermutation, Parametric and Bootstrap Tests of Hypotheses
(2005) · Springer Series in Statistics · doi:10.1007/b138696 · Cited by 707
Random Forests and Adaptive Nearest Neighbors
Lin, Y., & Jeon, Y. (2006) · Journal of the American Statistical Association · doi:10.1198/016214505000001230 · Cited by 507
Cited by
Biau, G., & Scornet, E. (2016) · Test · doi:10.1007/s11749-016-0481-7 · Cited by 4,149
Defining a Cancer Dependency Map
Tsherniak, A., Vazquez, F., Montgomery, P. G., Weir, B. A., Kryukov, G., Cowley, G. S., Gill, S., Harrington, W. F., Pantel, S., Krill-Burger, J. M., et al. (2017) · Cell · doi:10.1016/j.cell.2017.06.010 · Cited by 3,276
Variable selection using random forests
Genuer, R., Poggi, J.-M., & Tuleau-Malot, C. (2010) · Pattern Recognition Letters · doi:10.1016/j.patrec.2010.03.014 · Cited by 2,619
Strobl, C., Malley, J., & Tutz, G. (2009) · Psychological Methods · doi:10.1037/a0016973 · Cited by 2,583
Self-citationDefinitions, methods, and applications in interpretable machine learning
Murdoch, W. J., Singh, C., Kumbier, K., Abbasi-Asl, R., & Yu, B. (2019) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.1900654116 · Cited by 2,167
Metadata
- Authors
- Strobl, C., Boulesteix, A.-L., Kneib, T., Augustin, T., & Zeileis, A.
- Venue
- BMC Bioinformatics
- Published
- 2008-07-11
- Volume
- 9
- Issue
- 1
- Pages
- 307-307
- ISSN
- 1471-2105 (ISSN-L)
- OpenAlex
- W2143481518
- Cited by
- 3,254
- References
- 6
- FWCI
- 34.15
- Type
- journal article
- Language
- en
- Open access
- gold
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