Variable Importance Scores

• Published in: Journal of Data Science Vol. 19; no. 4; pp. 569 - 592
• Main Authors: Loh, Wei-Yin, Zhou, Peigen
• Format: Journal Article
• Language: English
• Published: 中華資料採礦協會 01.10.2021
• Subjects: prediction; classification and regression tree; bias correction; missing values

There are many methods of scoring the importance of variables in prediction of a response but not much is known about their accuracy. This paper partially fills the gap by introducing a new method based on the GUIDE algorithm and comparing it with 11 existing methods. For data without missing values...