Mean decrease accuracy for random forests: inconsistency, and a practical solution via the Sobol-MDA
随机森林的平均准确率下降：不一致性与 Sobol-MDA 解决方案
Summary Variable importance measures are the main tools used to analyse the black-box mechanisms of random forests. Although the mean decrease accuracy is widely accepted as the most efficient variable importance measure for random forests, little is known about its statistical properties. In fact, the definition of mean decrease accuracy varies across the main random forest software. In this article, our objective is to rigorously analyse the behaviour of the main mean…