Letter to the Editor: Stability of Random Forest importance measures

Abstract

The goal of this article (letter to the editor) is to emphasize the value of exploring ranking stability when using the importance measures, mean decrease accuracy (MDA) and mean decrease Gini (MDG), provided by Random Forest. We illustrate with a real and a simulated example that ranks based on the MDA are unstable to small perturbations of the dataset and ranks based on the MDG provide more robust results.