Mean decrease accuracy for random forests: inconsistency, and a practical solution via the Sobol-MDA

Benard, C; Da Veiga, S; Scornet, E

Benard, C (通讯作者),Safran Tech, Digital Sci & Technol, F-78114 Magny Les Hameaux, France.

BIOMETRIKA, 2022; 109 (4): 881

Abstract

Variable importance measures are the main tools used to analyse the black-box mechanisms of random forests. Although the mean decrease accuracy is wid......

Full Text Link