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I'm having trouble understanding how the varImp function works for a randomForest model with the caret package. In the example below feature var3 gets zero importance using caret's varImp function, but the underlying randomForest final model has non-zero importance for feature var3. Why is this the case?

require(randomForest)
require(caret)


rf <- train(x, y, 
      method = "rf",
      trControl = trainControl(method = "oob"),
      importance = TRUE,
      verbose = TRUE,
      tuneGrid = data.frame(mtry = num.predictors) )


fm <- rf$finalModel


> varImp(f)
rf variable importance

       Overall
var1    100.00
var2    80.14
var3    0.00


> importance(fm)
        %IncMSE IncNodePurity
var2    872.7935      40505276
var1    1021.4707      55682866
var3     273.0168       3078731
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2 Answers 2

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As I understood you have only 3 variables. By default varImp function returns scaled results in range 0-100. Var3 has the lowest importance value and its scaled importance is zero. Try to call varImp(rf, scale = FALSE).

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  • $\begingroup$ For illustration, the variable importance score for var2 was calculated by (873-273)/(1021-273) = 80. because the lowest %IncMSE value (var3 score = 273) must be subtracted from all other scores. $\endgroup$
    – Agile Bean
    Commented Apr 2, 2021 at 1:10
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Adding to @DrDom's answer, in order to provide further intuition:

The importance scores that varImp(rf, scale = FALSE) gives, is simply calculated by the following: rf$finalModel$importance[,1]/rf$finalModel$importanceSD

This is the feature's mean %IncMSE divided by its standard deviation.

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