This paper examines from an experimental perspective random forests, the
increasingly used statistical method for classification and regression problems
introduced by Leo Breiman in 2001. It first aims at confirming, known but
sparse, advice for using random forests and at proposing some complementary
remarks for both standard problems as well as high dimensional ones for which
the number of variables hugely exceeds the sample size. But the main
contribution of this paper is twofold: to provide some insights about the
behavior of the variable importance index based on random forests and in
addition, to propose to investigate two classical issues of variable selection.
The first one is to find important variables for interpretation and the second
one is more restrictive and try to design a good prediction model. The strategy
involves a ranking of explanatory variables using the random forests score of
importance and a stepwise ascending variable introduction strategy
