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Predictor Importance feature for Tree Ensemble (Random Forest) method

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Gina on 24 Apr 2013
Hello, It seems that MATLAB package has two approaches for calculating variable importance:
I'm wondering what are the difference between the two approaches, and which is preferred?

Answers (1)

Prashanth Ravindran
Prashanth Ravindran on 8 Feb 2016
This query was asked back in 2013. I will try to answer for those people who might be looking for the answer.
predictorImportance. This function has input as the ensemble created by the fitensembe function. And this function can be used to create many different kinds of ensembles such as boosting trees, bagging trees, etc..
treebagger.oobpermutedvardeltaerror: Yes this is an output from the Treebagger function in matlab which implements random forests. This can also be used to implement baggin trees by setting the 'NumPredictorsToSample' to 'all'.
You see the basic algorithms are different for the two functions and hence the outputs may be different.

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