Dependence of Variable Importance in Random Forests on the Shape of the Regressor Space Supplement to “ Variable Importance Assessment in Regression : Linear Regression Versus Random Forest ”
نویسنده
چکیده
Figure: Averaged normalized importances for X1 from 100 simulated datasets (simulation process described below) for m=1,2,3,4 (left to right) with β1=(4,1,1,0.3) , corr(Xj,Xk)=ρ |j−k| with ρ=−0.9 to 0.9 in steps of 0.1 Grey line: true normalized LMG allocation; Black line: true normalized PMVD allocation : Variable importance (% MSE Reduction) from RF-CART; ×: Variable importance (% MSE Reduction) from RF-CI
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Variable Importance Assessment in Regression: Linear Regression versus Random Forest
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