variable_importance: Calculate a simple measure of 'importance' for each feature.

Description Usage Arguments Value Examples

View source: R/analysis_tools.R

Description

A simple weighted sum of how many times feature i was split on at each depth in the forest.

Usage

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variable_importance(forest, decay.exponent = 2, max.depth = 4)

Arguments

forest

The trained forest.

decay.exponent

A tuning parameter that controls the importance of split depth.

max.depth

Maximum depth of splits to consider.

Value

A list specifying an 'importance value' for each feature.

Examples

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## Not run: 
# Train a quantile forest.
n <- 50
p <- 10
X <- matrix(rnorm(n * p), n, p)
Y <- X[, 1] * rnorm(n)
q.forest <- quantile_forest(X, Y, quantiles = c(0.1, 0.5, 0.9))

# Calculate the 'importance' of each feature.
variable_importance(q.forest)

## End(Not run)

drf documentation built on March 29, 2021, 5:07 p.m.

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