From global to local MDI variable importances for random forests and when they are Shapley values

1 code implementation • NeurIPS 2021 • Antonio Sutera, Gilles Louppe, Van Anh Huynh-Thu, Louis Wehenkel, Pierre Geurts

Random forests have been widely used for their ability to provide so-called importance measures, which give insight at a global (per dataset) level on the relevance of input variables to predict a certain output.