[R] randomForest: predictor importance (for regressions)
ld7631 at gmail.com
Thu May 6 16:04:11 CEST 2010
Thank you very much, Andy.
I did turn off HTML - hope it'll solve the problem!
> Andy, but it is the FIRST column in $importance (not the SECOND) that is
> labeled "%IncMSE". The second column is labeled "IncNodePurity". So, I
> am confused - which one is the mean decrease in accuracy?
> Or, maybe I should ask again: In a case of regression trees, which of
> the two columns in $importance contains the predictor importances
> calculated by randomly permuting values and looking at how much worse
> the prediction has become?
> I assume it's the first column (labeled "%IncMSE"). Is this correct?
> [AL]: Note I said "reduction in node impurity", which is another way of
> saying "increase in node purity" 8-). I should think from the help page
> for importance() it should be clear which is which. When you permute
> the value of a variable in OOB data and make prediction, the expectation
> is that the MSE will increase, especially if the variable has some
> importance, thus the label "%IncMSE". Why do you need to assume?
Great, thanks for confirming!
> [AL]: As I said, you are recommended to use importance() to extract
> variable importance. The recommendation is for avoiding confusions like
> yours. If you want to know what the components in the objects give you,
> compare to what the extractor function returns, you can look inside the
> extractor function to find out for yourself. Really, I'm not trying to
> be difficult, but there are very good reasons for not accessing the
> components directly when extractor functions exist. If the underlying
> components are somehow changed in the future, only the extractor
> functions are guaranteed to give you the "right thing". I added the
> extractor function for importance measures precisely because the way
> they are computed changed.
Andy, I'll explain why I am asking. I probably should have done it in
I am asking not in order to figure out how to do it. I am asking in
order to figure something that' was done around November 01, 2008.
Back then, a piece of code was run where from the object of
randomForest(.... importance=T...) the importances ($importance) were
extracted (just by referring to $importance) and the first column was
Do you happen to know what they were back then? Standardized or not?
More information about the R-help