##Statistics Seminar##\\ Department of Mathematical Sciences
^ **DATE:**|Thursday, Feb. 17, 2022 |
^ **TIME:**|1:15pm -- 2:15pm |
^ **LOCATION:**|Zoom meeting |
^ **SPEAKER:**|Shaofei Zhao, Binghamton University |
^ **TITLE:**|Unbiased measurement of feature importance in tree-based methods |
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**Abstract**
In this article, the authors proposed a modification that
corrects for split-improvement variable importance measures in Random
Forest and other tree-based methods. These methods have been shown to be
biased towards increasing the importance of features with more potential
splits. The authors showed that by
appropriately incorporating split-improvement as measured on out of sample
data, this bias can be corrected yielding better screening tools.