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A recent study examined the stability of rankings from random forests using two variable importance measures (mean decrease accuracy (MDA) and mean decrease Gini (MDG)) and concluded that rankings based on the MDG were more robust than MDA. However, studies examining data-specific characteristics on ranking stability have been few. Rankings based on the MDG measure showed sensitivity to within-predictor correlation and differences in category frequencies, even when the number of categories was held constant, and thus may produce spurious results. The MDA measure was robust to these data characteristics. Further, under strong within-predictor correlation, MDG rankings were less stable than those using MDA.

Letter to the Editor: On the stability and ranking of predictors from random forest variable importance measures