Random Forest Prediction Decomposition and Feature Importance Measure
An R re-implementation of the 'treeinterpreter' package on PyPI <https://pypi.org/project/treeinterpreter/>. Each prediction can be decomposed as 'prediction = bias + feature_1_contribution + ... + feature_n_contribution'. This decomposition is then used to calculate the Mean Decrease Impurity (MDI) and Mean Decrease Impurity using out-of-bag samples (MDI-oob) feature importance measures based on the work of Li et al. (2019) <doi:10.48550/arXiv.1906.10845>.
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