Chunk #88 — The Methods — Variable Importance

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

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Formally the permutation importance for classification can be defined as follows: Let be the out-of-bag sample for a tree t, with t ∈ {1, …, ntree}. Then the importance of variable Xj in tree t is