# Tagged Questions

13 views

### Feature selection when bagging trees/random forest

I want to get a better understanding of feature selection and how the number of features affect performance when bagging trees. I am using Matlab's treebagger and I ...
29 views

### mtry tuning given by caret higher than the number of predictors

According to this discussion, it seems that the train function of the caret package returns a ...
27 views

### feature selection for longitudinal data

I have a longitudinal data which looks like this. Number of time points are different for each ID. Y is the binary response variable (take values 0 & 1) and X1-X20 are either continuous or ...
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### Does within-group heterogeneity negatively impact random forest classification?

I have two rather conceptual questions about random forest classifiers. Before we get there, I quickly want to lay out the problem I am working on: I have large a large data set consisting of 300 ...
19 views

### Considering non-i.i.d. covariates in random forests

Random forests are theoretically funded on the assumption that the data are i.i.d. realizations from a multivariate random vector $(X_1, \ldots, X_p, Y)$. Does it make sense to use random forests (for ...
22 views

### How to deal with a feature relating to what type of expert labelled the data that becomes unavailable at point of classification?

Essentially I have a data set, that has a feature vector, and label indicating whether it is spam or non-spam. To get the labels for this data, 2 distinct types of expert were used each using ...
98 views

### Interpreting conflicting results from Random Forest & Logistic Regression?

I am using SKLearn and Statsmodel in python to build a RF and Logistic Regression, respectively. I have a feature that the RF indicates is important (feature importance of 0.202, closely behind #1 ...
19 views

### On population variable importance

Consider we run a random forest on $n$ independent realizations of a random vector $(X_1,X_2,X_3,Y)$ assuming $Y$ is a numerical response variable. Let $f$ be the best theoretical classifier defined ...
12 views

### Boruta score goes to minus infinity

I'm running the Boruta algorithm with a $179\times 36$ predictor matrix and a numerical response. Most of the variables have a score going to -Inf. Should I ...
38 views

### Dropping predictor variables, based on variable of importance, effect of Random Forest Accuracy

I am trying to use Random Forest to accurately predict forested land cover classes using Landsat 7, climatic and geographical data. I have 23 predictor variables and 1 response variable. When I drop ...
130 views

### Feature selection with partial permutation

For feature selection, permutation tests are biased in favor of those categorical variables with a large number of levels [White1994]. Besides, it has been proposed [Deng2011] that partial ...
187 views

### Gini decrease and Gini impurity of children nodes

I'm working on the Gini feature importance measure for random forest. Therefore, I need to calculate the Gini decrease in node impurity. Here is the way I do so, which leads to a conflict with the ...
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### Does Boruta feature selection (in R) take into account the correlation between variables?

I am a bit of a novice in R and feature selection, and have tried the Boruta package to select (diminish) my number of variables (n= 40). I thought that this method also took into account the possible ...
112 views

### Finding interactions using randomForest

I am trying to use randomForest in R to find interaction terms to add to a model. My plan was to fit trees with maxnodes=4 (two ...
63 views

### Random Forests and Feature selection [duplicate]

First, I split my training set into 10 parts. 9 parts of it, I use as LS and the other one as TS. I now want to do feature selection, so I do feature selection on 9 parts. I use Random Forest to do ...
85 views