I have trained a random forest in R and now I'm calculating the variable importance mesaure unsing the party Package.
importance <- varimp(randomForest, conditional = TRUE)
My data set consists of 30000 observations with 40 continuous variables and 10 categorical variables. The problem is that variables are correlated, wherfore I have to use the conditional variable importance measure (see this paper).
Training the random forest with 100 trees took ~10 minutes, but calculation of variable importance already takes two days.
How can calculating variable importance be speeded up? Or can it be claculated how long the calculation will take?