Multivariate random forest permutation importance is given a conditional sure-screening guarantee and applied to facial-shape GWAS after LASSO pre-screening.
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Blum and Pat Langley
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Theoretical Properties of Multivariate Random Forest in Feature Selection and its Application to Facial Morphology-Gene Detection
Multivariate random forest permutation importance is given a conditional sure-screening guarantee and applied to facial-shape GWAS after LASSO pre-screening.