For the untargeted analysis of the metabolome of biological samples with liquid chromatography–mass spectrometry (LC-MS), high-dimensional data sets containing many different metabolites are obtained. Since the utilization of these complex data is challenging, different machine learning approaches have been developed. Those methods are usually applied as black box classification tools, and detailed information about class differences that result from the complex interplay of the metabolites are not obtained. Here, we demonstrate that this information is accessible by the application of random forest (RF) approaches and especially by surrogate minimal depth (SMD) that is applied to metabolomics data for the first time. We show this by the selection of important features and the evaluation of their mutual impact on the multi-level classification of white asparagus regarding provenance and biological identity. SMD enables the identification of multiple features from the same metabolites and reveals meaningful biological relations, proving its high potential for the comprehensive utilization of high-dimensional metabolomics data.