Implementation of unbiased measurement of feature importance in Random Forests
Implementation of unbiased measurement of feature importance in Random Forests
Paper link: https://dl.acm.org/doi/abs/10.1145/3429445, https://arxiv.org/pdf/1903.05179.pdf (arXiv).
The Jupyter Notebook demo.ipynb provides a simple illustration.
How do you handle nodes (relevant for deeper trees) which do not "see" any oob data ?
In that case
arr1 = tree_y_oob[np.array(decision_path_oob[:, i]).ravel().nonzero()[0].tolist()]
will be of length 0 which will cause trouble later in the definition of p1 ?
Thanks!
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