investigate_var_importance: Explore Variable Inclusion Proportions in BART Model

In bartMachine: Bayesian Additive Regression Trees

Explore Variable Inclusion Proportions in BART Model

Description

Explore the variable inclusion proportions for a BART model to learn about the relative influence of the different covariates. This function includes an option to generate a plot of the variable inclusion proportions.

Usage

investigate_var_importance(bart_machine, type = "splits", 
plot = TRUE, num_replicates_for_avg = 5, num_trees_bottleneck = 20, 
num_var_plot = Inf, bottom_margin = 10)

Arguments

bart_machine	An object of class “bartMachine”.
type	If “splits”, then the proportion of times each variable is chosen for a splitting rule is computed. If “trees”, then the proportion of times each variable appears in a tree is computed.
plot	If TRUE, a plot of the variable inclusion proportions is generated.
num_replicates_for_avg	The number of replicates of BART to be used to generate variable inclusion proportions. Averaging across multiple BART models improves stability of the estimates. See Bleich et al. (2013) for more details.
num_trees_bottleneck	Number of trees to be used in the sum-of-trees for computing the variable inclusion proportions. A small number of trees should be used to force the variables to compete for entry into the model. Chipman et al. (2010) recommend 20. See this reference for more details.
num_var_plot	Number of variables to be shown on the plot. If “Inf”, all variables are plotted.
bottom_margin	A display parameter that adjusts the bottom margin of the graph if labels are clipped. The scale of this parameter is the same as set with par(mar = c(....)) in R. Higher values allow for more space if the covariate names are long. Note that making this parameter too large will prevent plotting and the plot function in R will throw an error.

Details

In the plot, the red bars correspond to the standard error of the variable inclusion proportion estimates.

Value

Invisibly, returns a list with the following components:

avg_var_props	The average variable inclusion proportions for each variable (across num_replicates_for_avg)
sd_var_props	The standard deviation of the variable inclusion proportions for each variable (across num_replicates_for_avg)

Note

This function is parallelized by the number of cores set in set_bart_machine_num_cores.

Author(s)

Adam Kapelner and Justin Bleich

References

Adam Kapelner, Justin Bleich (2016). bartMachine: Machine Learning with Bayesian Additive Regression Trees. Journal of Statistical Software, 70(4), 1-40. doi:10.18637/jss.v070.i04

J Bleich, A Kapelner, ST Jensen, and EI George. Variable Selection Inference for Bayesian Additive Regression Trees. ArXiv e-prints, 2013.

HA Chipman, EI George, and RE McCulloch. BART: Bayesian Additive Regressive Trees. The Annals of Applied Statistics, 4(1): 266–298, 2010.

See Also

interaction_investigator

Examples

## Not run: 
#generate Friedman data
set.seed(11)
n  = 200 
p = 10
X = data.frame(matrix(runif(n * p), ncol = p))
y = 10 * sin(pi* X[ ,1] * X[,2]) +20 * (X[,3] -.5)^2 + 10 * X[ ,4] + 5 * X[,5] + rnorm(n)

##build BART regression model
bart_machine = bartMachine(X, y, num_trees = 20)

#investigate variable inclusion proportions
investigate_var_importance(bart_machine)

## End(Not run)

bartMachine documentation built on July 9, 2023, 5:59 p.m.