There is growing momentum to develop statistical learning (SL) methods as an alternative to conventional genome-wide association studies (GWAS). Methods such as random forests (RF) and gradient boosting machine (GBM) result in variable importance measures that indicate how well each single-nucleotide polymorphism (SNP) predicts the phenotype. For RF, it has been shown that variable importance measures are systematically affected by minor allele frequency (MAF) and linkage disequilibrium (LD). To establish RF and GBM as viable alternatives for analyzing genome-wide data, it is necessary to address this potential bias and show that SL methods do not significantly under-perform conventional GWAS methods.