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High-dimensional data are frequently generated in genome-wide association studies (GWAS) and other studies. It is important to identify features such as single nucleotide polymorphisms (SNPs) in GWAS that are associated with a disease. Random forests represent a very useful approach for this purpose, using a variable importance score. This importance score has several shortcomings. We propose an alternative importance measure to overcome those shortcomings.

Maximal conditional chi-square importance in random forests