Re: [R] Random Forests Variable Importance Question

from step 3. This way I get relative importance of each predictor and all importances sum up to 100. -- Dimitri Liakhovitski MarketTools, Inc. dimitri.liakhovit...@markettools.com Date: Mon, 13 Apr 2009 09:09:35 -0400 From: Liaw, Andy andy_l...@merck.com Subject: Re: [R] Random Forests Variable

[R] Random Forests Variable Importance Question

I am trying to use the random forests package for classification in R. The Variable Importance Measures listed are: -mean raw importance score of variable x for class 0 -mean raw importance score of variable x for class 1 -MeanDecreaseAccuracy -MeanDecreaseGini Now I know what these mean as

Re: [R] Random Forests Variable Importance Question

I'll take a shot. Let me try to explain the 3rd measure first. A RF model tries to predict an outcome variable (the classes) from a group of potential predictor variables (the x). If a predictor variable is important in making the prediction accurate, then by messing with it (e.g., giving it