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We propose a modification that corrects for split-improvement variable importance measures in Random Forests and other tree-based methods. These methods have been shown to be biased towards increasing the importance of features with more…

Machine Learning · Statistics 2020-03-25 Zhengze Zhou , Giles Hooker

Have you ever wondered how your feature space is impacting the prediction of a specific sample in your dataset? In this paper, we introduce Single Sample Feature Importance (SSFI), which is an interpretable feature importance algorithm that…

Machine Learning · Computer Science 2019-11-28 Joseph Gatto , Ravi Lanka , Yumi Iwashita , Adrian Stoica

Feature importance aims at measuring how crucial each input feature is for model prediction. It is widely used in feature engineering, model selection and explainable artificial intelligence (XAI). In this paper, we propose a new tree-model…

Machine Learning · Statistics 2020-09-17 Fan Fang , Carmine Ventre , Lingbo Li , Leslie Kanthan , Fan Wu , Michail Basios

This paper introduces a novel framework for enhancing Random Forest classifiers by integrating probabilistic feature sampling and hyperparameter tuning via Simulated Annealing. The proposed framework exhibits substantial advancements in…

Machine Learning · Computer Science 2025-11-12 Kowshik Balasubramanian , Andre Williams , Ismail Butun

Deep forest is a non-differentiable deep model which has achieved impressive empirical success across a wide variety of applications, especially on categorical/symbolic or mixed modeling tasks. Many of the application fields prefer…

Machine Learning · Computer Science 2023-05-02 Yi-Xiao He , Shen-Huan Lyu , Yuan Jiang

Random forests are one of the most popular machine learning methods due to their accuracy and variable importance assessment. However, random forests only provide variable importance in a global sense. There is an increasing need for such…

Methodology · Statistics 2021-03-25 Joshua Daniel Loyal , Ruoqing Zhu , Yifan Cui , Xin Zhang

In many studies, we want to determine the influence of certain features on a dependent variable. More specifically, we are interested in the strength of the influence -- i.e., is the feature relevant? -- and, if so, how the feature…

Machine Learning · Statistics 2023-03-03 Yannick Gerstorfer , Lena Krieg , Max Hahn-Klimroth

Quantifying the usefulness of individual features in random forests learning can greatly enhance its interpretability. Existing studies have shown that some popularly used feature importance measures for random forests suffer from the bias…

Machine Learning · Statistics 2023-11-14 Chien-Ming Chi , Yingying Fan , Jinchi Lv

Random Forest is a machine learning method that offers many advantages, including the ability to easily measure variable importance. Class balancing technique is a well-known solution to deal with class imbalance problem. However, it has…

Machine Learning · Statistics 2023-12-19 Yunbi Nam , Sunwoo Han

Data analysis and machine learning have become an integrative part of the modern scientific methodology, offering automated procedures for the prediction of a phenomenon based on past observations, unraveling underlying patterns in data and…

Machine Learning · Statistics 2015-06-04 Gilles Louppe

In this paper, we consider a perturbation-based metric of predictive faithfulness of feature rankings (or attributions) that we call PGI squared. When applied to decision tree-based regression models, the metric can be computed accurately…

Machine Learning · Computer Science 2025-02-26 Mateusz Gajewski , Adam Karczmarz , Mateusz Rapicki , Piotr Sankowski

We study the effectiveness of non-uniform randomized feature selection in decision tree classification. We experimentally evaluate two feature selection methodologies, based on information extracted from the provided dataset: $(i)$…

Machine Learning · Statistics 2014-03-25 Anastasios Kyrillidis , Anastasios Zouzias

Tree-based methods are powerful nonparametric techniques in statistics and machine learning. However, their effectiveness, particularly in finite-sample settings, is not fully understood. Recent applications have revealed their surprising…

Statistics Theory · Mathematics 2024-10-04 Hengrui Luo , Meng Li

Dealing with datasets of very high dimension is a major challenge in machine learning. In this paper, we consider the problem of feature selection in applications where the memory is not large enough to contain all features. In this…

Machine Learning · Statistics 2017-09-07 Antonio Sutera , Célia Châtel , Gilles Louppe , Louis Wehenkel , Pierre Geurts

Distributional Random Forest (DRF) is a flexible forest-based method to estimate the full conditional distribution of a multivariate output of interest given input variables. In this article, we introduce a variable importance algorithm for…

Machine Learning · Statistics 2024-02-15 Clément Bénard , Jeffrey Näf , Julie Josse

Importance sampling, which involves sampling from a probability density function (PDF) proportional to the product of an importance weight function and a base PDF, is a powerful technique with applications in variance reduction, biased or…

Machine Learning · Computer Science 2025-02-10 Heasung Kim , Taekyun Lee , Hyeji Kim , Gustavo de Veciana

We consider the transfer of experience samples (i.e., tuples < s, a, s', r >) in reinforcement learning (RL), collected from a set of source tasks to improve the learning process in a given target task. Most of the related approaches focus…

Machine Learning · Computer Science 2018-05-29 Andrea Tirinzoni , Andrea Sessa , Matteo Pirotta , Marcello Restelli

In order to ensure the reliability of the explanations of machine learning models, it is crucial to establish their advantages and limits and in which case each of these methods outperform. However, the current understanding of when and how…

Machine Learning · Computer Science 2025-02-12 Célia Wafa Ayad , Thomas Bonnier , Benjamin Bosch , Sonali Parbhoo , Jesse Read

Tree ensembles such as Random Forests have achieved impressive empirical success across a wide variety of applications. To understand how these models make predictions, people routinely turn to feature importance measures calculated from…

Machine Learning · Statistics 2019-10-29 Xiao Li , Yu Wang , Sumanta Basu , Karl Kumbier , Bin Yu

The selection of grouped variables using the random forest algorithm is considered. First a new importance measure adapted for groups of variables is proposed. Theoretical insights into this criterion are given for additive regression…

Methodology · Statistics 2015-05-20 Baptiste Gregorutti , Bertrand Michel , Philippe Saint-Pierre
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