Figure 3From: A comparison of random forest and its Gini importance with standard chemometric methods for the feature selection and classification of spectral dataComparison of the different feature selection measures applied to the NMR candida 2 data (3A). Multivariate feature importance measures can select variables that are discarded by univariate measures (3B). Fig. 3A, from top to bottom: Gini importance, absolute values; Gini importance, ranked values, p-values from t-test, ranked values. Fig. 3B: Feature importance scores below (black: Gini importance, gray: t-test). Perhaps surprisingly, regions with complete overlap of the marginal distributions (3B bottom, indicated by vertical lines), are assigned importance by the multivariate measure (3B top). This is indicative of higher-order interaction effects which can be exploited when used as a feature importance measure with a subsequent classifier.Back to article page