Yes, you've got it! Cheers, Andy
From: Behalf Of Dimitri > > Hello! > > I think I am relatively clear on how predictor importance (the first > one) is calculated by Random Forests for a Classification tree: > > Importance of predictor P1 when the response variable is categorical: > > 1. For out-of-bag (oob) cases, randomly permute their values on > predictor P1 and then put them down the tree > 2. For a given tree, subtract the number of votes for the correct > class in the predictor-P1-permuted oob dataset from the number of > votes for the correct class in the untouched oob dataset: if P1 is > important, this number will be large. > 3. The average of this number over all trees in the forest is the raw > importance score for predictor P1. > > I am wondering what step 2 above looks like if the response variable > is continous and not categorical, in other words - for a Regression > tree. Could you please correct if what I wrote below is wrong? Thank > you very much! > > Importance of predictor P1 when the response variable is continous: > > 1. For out-of-bag (oob) cases, randomly permute their values on > predictor P1 and then put them down the tree > 2. For a given tree, calculate mean squared deviation of observed y > minus predicted y for (a) the untouched oob dataset and for (b) the > predictor-P1-permuted oob dataset. Subtract (a) from (b). > 3. The average of this number over all trees in the forest is the raw > importance score for predictor P1. > > -- > Dimitri Liakhovitski > MarketTools, Inc. > dimitri.liakhovit...@markettools.com > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > Notice: This e-mail message, together with any attachme...{{dropped:12}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.