Surrogate minimal depth as an importance measure for variables in random forests.

Abstract

It has been shown that the machine learning approach random forest can be successfully applied to omics data, such as gene expression data, for classification or regression and to select variables that are important for prediction. However, the complex relationships between predictor variables, in particular between causal predictor variables, make the interpretation of currently applied variable selection techniques difficult. Here we propose a new variable selection approach called surrogate minimal depth (SMD) that incorporates surrogate variables into the concept of minimal depth (MD) variable importance. Applying SMD, we show that simulated correlation patterns can be reconstructed and that the increased consideration of variable relationships improves variable selection. When compared with existing state-of-the-art methods and MD, SMD has higher empirical power to identify causal variables while the resulting variable lists are equally stable. In conclusion, SMD is a promising approach to get more insight into the complex interplay of predictor variables and outcome in a high-dimensional data setting. https://github.com/StephanSeifert/SurrogateMinimalDepth. Supplementary data are available at Bioinformatics online.