Chunk #83 — The Methods — Variable Importance

Source

An introduction to recursive partitioning: rationale, application, and characteristics of classification and regression trees, bagging, and random forests.

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The most advanced variable importance measure available in random forests is the “permutation accuracy importance” measure (termed permutation importance in the following). Its rationale is the following: By randomly permuting the values of a predictor variable, its original association with the response is broken.