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Brief. Bioinformatics · Jan 2011
Comment LetterLetter to the editor: Stability of Random Forest importance measures.
- M Luz Calle and Víctor Urrea.
- Brief. Bioinformatics. 2011 Jan 1;12(1):86-9.
AbstractThe goal of this article (letter to the editor) is to emphasize the value of exploring ranking stability when using the importance measures, mean decrease accuracy (MDA) and mean decrease Gini (MDG), provided by Random Forest. We illustrate with a real and a simulated example that ranks based on the MDA are unstable to small perturbations of the dataset and ranks based on the MDG provide more robust results.
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