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Title:

Efficient permutation testing of variable importance measures by the example of random forests

Document type:
Article
Author(s):
Hapfelmeier, Alexander; Hornung, Roman; Haller, Bernhard
Abstract:
Hypothesis testing of variable importance measures (VIMPs) is still the subject of ongoing research. This particularly applies to random forests (RF), for which VIMPs are a popular feature. Among recent developments, heuristic approaches to parametric testing have been proposed whose distributional assumptions are based on empirical evidence. Other formal tests under regularity conditions were derived analytically. But these approaches can be computationally expensive or even practically infeasi...     »
Journal title abbreviation:
Comput Stat Data Anal
Year:
2023
Journal volume:
181
Fulltext / DOI:
doi:10.1016/j.csda.2022.107689
Print-ISSN:
0167-9473
TUM Institution:
Lehrstuhl für Allgemeinmedizin (Prof. Schneider); Lehrstuhl für Medizinische Informatik (Prof. Boeker)
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