We use a few cookies

Essential cookies keep the library working. With your permission, we'd also like to use analytics to see what's useful and improve the experience. Read our Privacy Policy or Cookie Policy.

Skip to main content
Home/e-Resources/Data Science & Analytics/A weighted random forests approach to improve predictive performance
PeriodicalsData Science & Analytics

A weighted random forests approach to improve predictive performance

Checking your access to this record.

Abstract & Overview

Identifying genetic variants associated with complex disease in high-dimensional data is a challenging problem, and complicated etiologies such as gene-gene interactions are often ignored in analyses. The data-mining method Random Forests (RF) can handle high-dimensions; however, in high-dimensional data, RF is not an effective filter for identifying risk factors associated with the disease trait via complex genetic models such as gene-gene interactions without strong marginal components. Here we propose an extension called Weighted Random Forests (wRF), which incorporates tree-level weights to emphasize more accurate trees in prediction and calculation of variable importance. We demonstrate through simulation and application to data from a genetic study of addiction that wRF can outperform RF in high-dimensional data, although the improvements are modest and limited to situations with effect sizes that are larger than what is realistic in genetics of complex disease. Thus, the current implementation of wRF is unlikely to improve detection of relevant predictors in high-dimensional genetic data, but may be applicable in other situations where larger effect sizes are anticipated.

Cite this record

Stacey J. Winham, Robert R. Freimuth, Joanna M. Biernacka (2013). A weighted random forests approach to improve predictive performance. Statistical Analysis and Data Mining The ASA Data Science Journal, 6(6), 496–505. https://doi.org/10.1002/sam.11196

Copy in another style

Winham, S. J., Freimuth, R. R., & Biernacka, J. M. (2013). A weighted random forests approach to improve predictive performance. Statistical Analysis and Data Mining The ASA Data Science Journal, 6(6), 496–505. https://doi.org/10.1002/sam.11196
Author names are used as deposited, so check their order before you submit.

Metadata is harvested from open-access indexes and can be incomplete. Check a citation against the published version before relying on it — see our open access & attribution policy.