2020
DOI: 10.1186/s12859-020-03622-2
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Conditional permutation importance revisited

Abstract: Background: Random forest based variable importance measures have become popular tools for assessing the contributions of the predictor variables in a fitted random forest. In this article we reconsider a frequently used variable importance measure, the Conditional Permutation Importance (CPI). We argue and illustrate that the CPI corresponds to a more partial quantification of variable importance and suggest several improvements in its methodology and implementation that enhance its practical value. In additi… Show more

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Cited by 104 publications
(156 citation statements)
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“…The Transitivity Index was calculated by training 1000 random forests with 3000 trees each with the party package [29]. The conditional variable importance measure [30] was then calculated for each of the 1000 random forests with the permimp package [31].…”
Section: The Transitivity Indexmentioning
confidence: 99%
“…The Transitivity Index was calculated by training 1000 random forests with 3000 trees each with the party package [29]. The conditional variable importance measure [30] was then calculated for each of the 1000 random forests with the permimp package [31].…”
Section: The Transitivity Indexmentioning
confidence: 99%
“…The relative importance (i.e. success), of each predictor was determined using the permimp [155] package. Fig 4 presents these values.…”
Section: Plos Onementioning
confidence: 99%
“…A new implementation of this conditional permutation importance allows, in addition to faster execution, to vary the cursor between marginal and more partial measurements by means of a parameter (Debeer and Strobl 2020). The comparison of marginal vs more partial variable importances can be particularly useful from an interpretative point of view.…”
Section: Figure 4 Variable Importance Of a Random Forest Of The Us 2mentioning
confidence: 99%
“…Note: The computation of variable importances makes use of the conditional permutation scheme described in Debeer and Strobl (2020).…”
Section: Figure 9 Variable Importance For Surviving a First Filmmentioning
confidence: 99%