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Context-dependent feature analysis with random forests
Proceedings of the 32nd Conference on Uncertainty in Artificial Intelligence, PMLR R14:702-711, 2016.
Abstract
For many problems, feature selection is often more complicated thanidentifying a single subset of input variables that would togetherexplain the output. There may be interactions that depend oncontextual information, i.e., variables that reveal to be relevantonly in some specific circumstances. In this setting, the contributionof this paper is to extend the random forest variable importancesframework in order (i) to identify variables whose relevance iscontext-dependent and (ii) to characterize as precisely as possiblethe effect of contextual information on these variables.The usage and the relevance of our framework for highlighting context-dependent variablesis illustrated on both artificial and real datasets.