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Variable importance-weighted Random Forests
#MMPMID30034909
Liu Y
; Zhao H
Quant Biol
2017[Dec]; 5
(4
): 338-351
PMID30034909
show ga
BACKGROUND: Random Forests is a popular classification and regression method that
has proven powerful for various prediction problems in biological studies.
However, its performance often deteriorates when the number of features
increases. To address this limitation, feature elimination Random Forests was
proposed that only uses features with the largest variable importance scores. Yet
the performance of this method is not satisfying, possibly due to its rigid
feature selection, and increased correlations between trees of forest. METHODS:
We propose variable importance-weighted Random Forests, which instead of sampling
features with equal probability at each node to build up trees, samples features
according to their variable importance scores, and then select the best split
from the randomly selected features. RESULTS: We evaluate the performance of our
method through comprehensive simulation and real data analyses, for both
regression and classification. Compared to the standard Random Forests and the
feature elimination Random Forests methods, our proposed method has improved
performance in most cases. CONCLUSIONS: By incorporating the variable importance
scores into the random feature selection step, our method can better utilize more
informative features without completely ignoring less informative ones, hence has
improved prediction accuracy in the presence of weak signals and large noises. We
have implemented an R package "viRandomForests" based on the original R package
"randomForest" and it can be freely downloaded from
http://zhaocenter.org/software.