MDA for random forests: inconsistency, and a practical solution via the Sobol-MDA
MDA for random forests: inconsistency, and a practical solution via the Sobol-MDA
Variable importance measures are the main tools to analyze the black-box mechanism of random forests. Although the Mean Decrease Accuracy (MDA) is widely accepted as the most efficient variable importance measure for random forests, little is known about its theoretical properties. In fact, the exact MDA definition varies across the …