MATLAB: Treebagger random forest

random forestStatistics and Machine Learning Toolboxtreebagger

In the help file, it is stated that setting Setting 'NVarToSample' argument to any valid value but 'all' invokes Breiman's 'random forest' algorithm.
Is then, the ''OOBVarImp' will be based on GINI index as in the case of Breiman's random forest ?
How to view OOBVarImp information?
Sorry if my questions sounds dumb to you! i am dumb 🙂

Best Answer

By setting 'OOBVarImp' to 'on', you fill OOBPermutedVarDeltaError, OOBPermutedVarDeltaMeanMargin, and OOBPermutedVarCountRaiseMargin properties of a TreeBagger object. Do 'help TreeBagger' to see a list of all properties and click on a property for a description. These three do not directly depend on the criterion used to find optimal decision splits (such as Gini). They represent three methods for computing predictor importance proposed by Breiman.
DeltaCritDecisionSplit property is always filled. It is computed by summing changes in the split criterion used to grow trees (such as Gini).
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