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2010 Aug 06
1
Error on random forest variable importance estimates
Hello,
I am using the R randomForest package to classify variable stars. I have
a training set of 1755 stars described by (too) many variables. Some of
these variables are highly correlated.
I believe that I understand how randomForest works and how the variable
importance are evaluated (through variable permutations). Here are my
questions.
1) variable importance error? Is there any ways