Feature Importance Measurement based on Decision Tree Sampling

Abstract

Random forest is effective for prediction tasks but the randomness of tree generation hinders interpretability in feature importance analysis. To address this, we proposed DT-Sampler, a SAT-based method for measuring feature importance in tree-based model. Our method has fewer parameters than random forest and provides higher interpretability and stability for the analysis in real-world problems. An implementation of DT-Sampler is available at https://github.com/tsudalab/DT-sampler.