OOBPermutedVarDeltaError property

Class: TreeBagger

Variable importance for prediction error


The 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.

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