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Variable Importance Measures in Bagged Decision Trees

While bagging improves the prediction accuracy of decision trees, it reduces model interpretability because the ensemble can no longer be represented as a single tree. Variable importance measures address this by calculating the significance of predictors across all BB bagged trees. For regression trees, a variable's importance is determined by the total amount the Residual Sum of Squares (RSS) is decreased due to splits over that predictor, averaged over all BB trees. For classification trees, importance is measured by the total decrease in the Gini index caused by splits over the specific predictor, averaged across all BB trees. A larger average decrease indicates a more important predictor.

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Updated 2026-06-16

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Data Science