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Correlation and variable importance in random forests

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https://hal.archives-ouvertes.fr/hal-01935918
Contributor : Philippe Saint Pierre <>
Submitted on : Tuesday, November 27, 2018 - 10:40:25 AM
Last modification on : Tuesday, May 14, 2019 - 10:57:25 AM

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Baptiste Gregorutti, Bertrand Michel, Philippe Saint-Pierre. Correlation and variable importance in random forests. Statistics and Computing, Springer Verlag (Germany), 2017, 27 (3), pp.659 - 678. ⟨10.1007/s11222-016-9646-1⟩. ⟨hal-01935918⟩

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