Assessment of variable importance by random forests
Assessment of variable importance by random forests Fig. 9.8 Assessment of variable importance by random forests: the left plot shows the mean decrease in accuracy and the right the mean decrease in Gini index, both after permuting indi vidual variable values Furthermore, it appears that in practice random forests are very robust to changes in settings: averaging many trees also takes away a lot of the dependence on the exact value of parameters. In practice, the only parameter that is sometimes optimized is the number of trees (Efron and Hastie 2016), and even that usually has very little effect. This has caused random forests to be called one of the most powerful off-the-shelf classifiers available. Just like the classification and regression trees seen in Sect. 7.3, random forests can also be used in a regression setting. Take the gasoline data, for instance: training a model using the default settings can be achieved with the following command. > gasoline.rf <