Explanation predictorImportance - Ensemble Learning with Decision Trees

Hey,

I try to understand what the function predictorImportance is doing when using Ensemble Learning with Decision Trees. The Matlab documentation is not really comprehensive :/. What is meant by "risk"?

https://de.mathworks.com/help/stats/compactclassificationensemble.predictorimportance.html#bst1mzv-6

Answer 1

[Prabhan Purwar]

Hi,

Our implementation of 'predictorImportance' can be viewed directly within the 'TreeImpl' class.

This file is located in your MATLAB installation folder:

MATLAB\R2017a\toolbox\stats\classreg\+classreg\+learning\+impl\TreeImpl.m

(Kindly fill up the matlab version accordingly).

You can use Control + F in order to find "predictorImportance"; there you can view the implementation.

Thanks.