permimp-package {permimp}

Conditional Permutation Importance

Description

An add-on to the 'party' package, with a faster implementation of the partial-conditional permutation importance for random forests. The standard permutation importance is implemented exactly the same as in the 'party' package. The conditional permutation importance can be computed faster, with an option to be backward compatible to the 'party' implementation. The package is compatible with random forests fit using the 'party' and the 'randomForest' package. The methods are described in Strobl et al. (2007) <doi:10.1186/1471-2105-8-25> and Debeer and Strobl (2020) <doi:10.1186/s12859-020-03622-2>.

Details

Index of help topics:

VarImp                  VarImp Objects
VarImp-methods          Methods for VarImp Objects
permimp                 Random Forest Permutation Importance for random
                        forests
permimp-package         Conditional Permutation Importance
ranks                   Reversed Rankings
selFreq                 Predictor Selection Frequency in Random Forests

Author(s)

Maintainer: Dries Debeer [e-mail]

Authors:

• Carolin Strobl

• Torsten Hothorn