From: An experimental study of the intrinsic stability of random forest variable importance measures

Coefficient | Dataset indicators | Spearman coefficient | Jaccard index | Kuncheva index | MARD | ||||
---|---|---|---|---|---|---|---|---|---|

estimate | p.value | estimate | p.value | estimate | p.value | estimate | p.value | ||

Spearman | #feature/#sample | -0.8583 | 0.0000 | -0.8530 | 0.0000 | -0.8425 | 0.0000 | 0.8969 | 0.0000 |

#classes | 0.1524 | 0.5333 | 0.0649 | 0.7917 | 0.0902 | 0.7134 | -0.3175 | 0.1853 | |

OOB accuracy | 0.4006 | 0.0892 | 0.4930 | 0.0320 | 0.5387 | 0.0173 | -0.2230 | 0.3589 | |

Pearson | #feature/#sample | -0.7503 | 0.0002 | -0.8641 | 0.0000 | -0.8426 | 0.0000 | 0.8790 | 0.0000 |

#classes | 0.2843 | 0.2381 | 0.1416 | 0.5630 | 0.1918 | 0.4315 | -0.2371 | 0.3283 | |

OOB accuracy | 0.2622 | 0.2782 | 0.3188 | 0.1833 | 0.3989 | 0.0907 | -0.1025 | 0.6762 |