Our Staburo colleagues Dr. Hannes Buchner (Managing Director) and Tim Müller (Data Scientist) have the honour of presenting at the Biometric Colloquium at the Medical University of Vienna in about two weeks’ time.
Here are a few details and the abstract of the presentation:
When: 19-Feb-2025, 9:00 am
Where: Medical University of Vienna
Presenter: Dr. Hannes Buchner & Tim Müller
Topic: Permutation-based Multiple Testing-Controlled Variable Selection Using Random Forests
Abstract: Identifying relevant biomarkers is critical in clinical research and precision medicine, particularly when analysing high-dimensional data. Random forests (RFs) are promising for such settings due to their flexibility, ease of use and their ability to handle datasets with more variables than samples. RFs assess the importance of each variable in predicting the outcome using variable importance (VIMP) scores. However, the lack of a known statistical distribution of VIMP scores prevents standard statistical testing and associated multiple testing adjustment for the purpose of variable selection. To address this, we propose a novel method for multiple testing-controlled variable selection. Our approach, similar to permutation testing, involves generating permuted counterparts for each variable and comparing their VIMPs across iterations to calculate p-values. However, unlike competing methods, we preserve the correlation structure between the covariates in the permutations to guard against biases. With promising results, our method is evaluated against three competing RF variable selection approaches in simulations that involve high- and low-dimensional data, as well as correlated and categorical variables. Moreover, we apply it to a real dataset to demonstrate its practical use. The method’s results integrate seamlessly into standard VIMP plots, providing a flexible and transparent way to interpret results in a familiar format.
Many thanks to Dr. Franz König for the invitation. We are already looking forward to numerous participants and an exciting exchange.
