# Unbiased Measurement of Feature Importance in Tree-Based Methods

arXiv: https://arxiv.org/abs/1903.05179 · HTML: https://mlsanity.com/paper/1903.05179/

## Key facts

- Cited by 30 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 12 Mar 2019.

## Built on by (most cited first, 30 of 30)

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- [Unbiased Gradient Boosting Decision Tree with Unbiased Feature Importance](https://mlsanity.com/paper/2305.10696/) (2023)
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- [A Novel Splitting Criterion Inspired by Geometric Mean Metric Learning for Decision Tree](https://mlsanity.com/paper/2204.11011/) (2022)
- [The Berkelmans-Pries Feature Importance Method: A Generic Measure of Informativeness of Features](https://mlsanity.com/paper/2301.04740/) (2023)
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- [End-to-end Feature Selection Approach for Learning Skinny Trees](https://mlsanity.com/paper/2310.18542/) (2023)
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- [Multi forests: Variable importance for multi-class outcomes](https://mlsanity.com/paper/2409.08925/) (2024)
- [Iterative Feature Exclusion Ranking for Deep Tabular Learning](https://mlsanity.com/paper/2412.16442/) (2024)
- [Provable Recovery of Locally Important Signed Features and Interactions from Random Forest](https://mlsanity.com/paper/2512.11081/) (2025)
- [Towards Public Administration Research Based on Interpretable Machine Learning](https://mlsanity.com/paper/2601.06205/) (2026)
- [Unity Forests: Improving Interaction Modelling and Interpretability in Random Forests](https://mlsanity.com/paper/2601.07003/) (2026)
- [SeqShield: A Behavioral Analysis Approach to Uncover Rootkits](https://mlsanity.com/paper/2604.23812/) (2026)
- [Just add noise: Debiasing tree-based variable importance in mixed data](https://mlsanity.com/paper/2609.14083/) (2026)
- [Splitting the Difference: Interpretable Causal Forests for Treatment Effect Heterogeneity and Bias](https://mlsanity.com/paper/2609.16971/) (2026)

## Abstract (arXiv)

We propose a modification that corrects for split-improvement variable importance measures in Random Forests and other tree-based methods. These methods have been shown to be biased towards increasing the importance of features with more potential splits. We show that by appropriately incorporating split-improvement as measured on out of sample data, this bias can be corrected yielding better summaries and screening tools.
