Variable importance for prediction error
OOBPermutedVarDeltaError property is
a numeric array of size 1-by-Nvars containing a
measure of importance for each predictor variable (feature). For
any variable, the measure is the increase in prediction error if the
values of that variable are permuted across the out-of-bag observations.
This measure is computed for every tree, then averaged over the entire
ensemble and divided by the standard deviation over the entire ensemble.