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To know the importance variable in a Random Forest I used The mean decrease accuracy and mean decrease Gini.

I would like to understand what are the x-axis units of the mean decrease accuracy and mean decrease Gini on a variable importance plot obtained from a random forests classifier. For example the mean decrease accuracy and gini values range between 0,000 - 0,012 and 0-600 respectively.

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Thanks

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  • $\begingroup$ Please give more details, we can't answer without any context. $\endgroup$ – Erwan Jun 20 '20 at 0:13
  • $\begingroup$ I shared my plots. Mean decrease accuracy and mean decrease gini are used to know the variables importance in a RF but i don't understand the x-axis. What is the meaning of this values? How can I interpreter? $\endgroup$ – joan llano Jun 20 '20 at 0:32
  • $\begingroup$ Logically the mean decrease accuracy must be by how much the accuracy decreases when training the model without the feature. But if you want a detailed answer you should explain why you are using these measures, what is the task etc. $\endgroup$ – Erwan Jun 20 '20 at 12:44
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Gini decrease is calculated based on the mean decrease in Gini i.e. $p_i(i-p_i)$ each time when the Tree is splitted on that Feature. Value is so high because the r package weight the impurities by the raw counts, not the proportions.

Accuracy decrease is calculated on OOB dataset by randomly shuffling the data for that particular feature in the OOB. Then subtracting the two accuracies i.e. before and after shuffling.

Unit -
Accuracy - Unitless - Ratio of correct classification to total records
Gini impurity - Unitless - Measurement of the cleanliness of split.Formal

These links have got good detail:
Stackoverflow
r-bloggers
Quora

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