The revival of the Gini importance?

Bioinformatics
Stefano NembriniMarvin N Wright

Abstract

Random forests are fast, flexible and represent a robust approach to analyze high dimensional data. A key advantage over alternative machine learning algorithms are variable importance measures, which can be used to identify relevant features or perform variable selection. Measures based on the impurity reduction of splits, such as the Gini importance, are popular because they are simple and fast to compute. However, they are biased in favor of variables with many possible split points and high minor allele frequency. We set up a fast approach to debias impurity-based variable importance measures for classification, regression and survival forests. We show that it creates a variable importance measure which is unbiased with regard to the number of categories and minor allele frequency and almost as fast as the standard impurity importance. As a result, it is now possible to compute reliable importance estimates without the extra computing cost of permutations. Further, we combine the importance measure with a fast testing procedure, producing p-values for variable importance with almost no computational overhead to the creation of the random forest. Applications to gene expression and genome-wide association data show that the ...Continue Reading

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Citations

Mar 3, 2019·Bioinformatics·Stephan SeifertSilke Szymczak
May 3, 2019·Human Genetics·Anne-Laure BoulesteixInke R König
Jun 18, 2020·SAR and QSAR in Environmental Research·I KurniawanN Ikhsan
May 18, 2020·Genetics·Tuomas Hämälä, Peter Tiffin
Jul 16, 2020·BMC Bioinformatics·Dries Debeer, Carolin Strobl
Nov 23, 2019·Nature Communications·Denise AndersonTimo Lassmann
Sep 4, 2020·PloS One·Agnieszka MonczakEric W Montie
Jul 11, 2019·The Journal of Asthma : Official Journal of the Association for the Care of Asthma·Jennifer N FisheMattia Prosperi
Oct 3, 2020·Frontiers in Aging Neuroscience·Ding DingYang Cao
Jun 20, 2020·Clinical Cancer Research : an Official Journal of the American Association for Cancer Research·Aline TalhoukMichael S Anglesio
Aug 26, 2020·Environmental Pollution·Ting PengXiangang Hu
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Jul 6, 2021·Computational Intelligence and Neuroscience·Soulaiman MouallaAssef Jafar

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