[R] variable importance in random forest

Murad Nayal mn216 at columbia.edu
Tue Mar 1 05:18:10 CET 2005



Hello,

In Breiman papers on random forests 4 variable importance measures are
described. as far as I can tell only two are available in the random
forest R package. reduction in accuracy when the variable is permuted,
and the mean decrease in the gini index due to the variable (no
permutation). is this gini measure computed on the training set or the
OOB cases?. in any event, Breiman actually seems to prefer a different
measure based on average lowering of margin across all cases when the
variable is permuted. is there any way to get this 'margin-based'
variable importance measure from the result returned by the randomForest
function? or do I have to use the original Breiman code to get access to
this measure?

I am using randomForest package release 4.3

many thanks
Murad Nayal




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