This repository contains the final project for course "Computational Statistics"by Jakob. R. Jürgens. (Bonn University - summer semester 2021) The course was taught and projects were supervised by Marina Khismatullina, PhD.
The project deals with different variable importance measures employed in the context of random forests, biases associated with them and possible remedies proposed in the literature. The main part of the project is a simulation that compares multiple variable importance measures in light of the biases explored in a theoretical section. An application to a real world data set provides context for the usage of these methods when applied to an actual feature selection problem.