Using recursive feature elimination in random forest to account for correlated variables in high dimensional data.
Journal:
BMC genetics
PMID:
30255764
Abstract
BACKGROUND: Random forest (RF) is a machine-learning method that generally works well with high-dimensional problems and allows for nonlinear relationships between predictors; however, the presence of correlated predictors has been shown to impact its ability to identify strong predictors. The Random Forest-Recursive Feature Elimination algorithm (RF-RFE) mitigates this problem in smaller data sets, but this approach has not been tested in high-dimensional omics data sets.