In a multiclass classification problem using Random Forest/Tree Bagger. How would I determine the most important features for each particular class?

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Is there a quick and easy way to do this or will it require modification of the code?

Answers (1)

Ilya
Ilya on 10 Jul 2014
You would need to specify more precisely what you mean by "features important for each class". Features are important (or not) for separating classes from each other.
For example, you can recast your question as "what features are important for separating this class from all other classes?" Then you can solve this binary problem. That is, you label observations of this class as "positive" and observations of all other classes as "negative". Then you run TreeBagger to separate the two formed classes and get estimates of feature importance.
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