Using recursive feature elimination in random forest to account for correlated variables in high dimensional data

Burcu F Darst1, Kristen C Malecki1, Corinne D Engelman2

  • 1Department of Population Health Sciences, School of Medicine and Public Health, University of Wisconsin, 610 Walnut Street, 1007 WARF, Madison, WI, 53726, USA.

BMC Genetics
|September 27, 2018
PubMed
Summary

Random Forest-Recursive Feature Elimination (RF-RFE) struggles with high-dimensional omics data, failing to detect causal variables when many correlated predictors are present. Standard Random Forest (RF) performed better but still missed some causal associations.

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