random forest

[moshe_ke]

Hi,

Is it possible to know which variables are most important at Random Forest  and how they are selected ?

thanks

moshe

[Ksharp]

Use Decision Tree PROC HPSPLIT . and Check the documentation, there is already an example to do this .

Example 61.5: Assessing Variable Importance


proc hpsplit data=MBE_Data maxdepth=6;
class Usable Dopant;
model Usable = gTemp aTemp Rot Dopant;
prune none;
run;

[moshe_ke]

Thanks ,

Is there a mathematical description of how the explanatory variables selected,

Moshe

[Ksharp]

Yes. Check documentation. Like entropy .....

[JasonXin]

Hi, Here is sample code to turn on VI in HPFOREST (please see attached .sas code) There is a section "Measure variable importance" that covers the details on the subject including all the math details. VI is sensitive to split method selected. Hope this helps. Jason Xin

[JasonXin]

Sorry, my previous post had the format of the sample code messed up. Attached is the sample .sas program for the variable importance option. Thanks. Jason Xin