Discussion:
Random Forest Feature Importances Citation
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Gavin Gray
2016-05-16 21:49:57 UTC
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In the Scikit-Learn documentation the feature importances are described as
coming from the relative depths features are used as decision nodes,
averaged across trees in the forest. Does anyone know which paper discusses
this method? Breiman's original paper seems to just talk about randomly
permuting the values of each variable and observing the change in the
objective function.

Thanks,
-Gavin
Sebastian Raschka
2016-05-16 23:08:37 UTC
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I’d say the probably best summary (and discussion) can be found
"Understanding variable importances in forests of randomized trees” by Gilles Louppe, Louis Wehenkel, Antonio Sutera and Pierre Geurts (with references to Breimans original proposed ideas)
http://papers.nips.cc/paper/4928-understanding-variable-importances-in-forests-of-randomized-trees.pdf

Best,
Sebastian
In the Scikit-Learn documentation the feature importances are described as coming from the relative depths features are used as decision nodes, averaged across trees in the forest. Does anyone know which paper discusses this method? Breiman's original paper seems to just talk about randomly permuting the values of each variable and observing the change in the objective function.
Thanks,
-Gavin
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