On Tue, Mar 2, 2010 at 2:43 PM, Liaw, Andy <andy_l...@merck.com> wrote: > In most implementations of boosting, and for that matter, single tree, > the first variable wins when there are ties.
They must be in a union :-) >> What happens if there's a third? If they were P perfectly correlated predictors, the importance would would be 100% for the first one encountered by gbm. In reality, where the correlation is strong but not perfect, the other variables would show up with small importances. In the case of RF, the "dilution factor" is 1/P for perfect correlations and gets fuzzier as the correlation decreases (for reasons that Andy articulated). -- Max ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
