imbs-hl / ranger

A Fast Implementation of Random Forests
http://imbs-hl.github.io/ranger/
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What's the point of compute variable importance with p-values? #742

Closed A-Pai closed 4 days ago

A-Pai commented 1 month ago

What's the point of compute variable importance with p-values?--function " importance_pvalues" Is it for us to have a “natural cutoff”? which is the significance level?Just like the paper “Acomputationally fast variable importance test for random forests for high-dimensional data” said: image

mnwright commented 1 month ago

Yes, exactly. One might argue that p-values also need a cut-off value, but at least those are easier interpretable than variable importance values.