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An experimental study of the intrinsic stability of random forest variable importance measures

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The stability of Variable Importance Measures (VIMs) based on random forest has recently received increased attention. Despite the extensive attention on traditional stability of data perturbations or parameter variations, few studies include influences coming from the intrinsic randomness in generating VIMs, i.e. bagging, randomization and permutation.

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Nội dung Text: An experimental study of the intrinsic stability of random forest variable importance measures

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