Comments on: A random forest guided tour
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- Hooker, G. & Mentch, L. TEST (2016) 25: 254. doi:10.1007/s11749-016-0485-3
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We discuss future challenges in developing statistical theory for Random Forests. In particular, we suggest that an analysis of bias and extrapolation is vital to understanding the statistical properties of variable importance measures. We further point to the incorporation of random forests within larger statistical models as an important tool for high-dimensional statistical inference.