Description Usage Arguments Details Value Author(s) References See Also Examples

Computes relevance statistics for each input coordinate by calculating their particle-averaged mean reduction in variance each time that coordinate is used as a splitting variable in (an internal node of) the tree(s)

1 2 |

`object` |
a |

`rect` |
an optional |

`categ` |
A vector of logicals of length |

`approx` |
a scalar logical indicating if the count of the number of data points in the leaf should be used in place of its area; this can help with numerical accuracy in high dimensional input spaces |

`verb` |
a positive scalar integer indicating how many particles should
be processed (iterations) before a progress statement should be
printed to the console; a (default) value of |

Each binary split in the tree (in each particle) emits a reduction in variance (for regression models) or a reduction in entropy (for classification). This function calculates these reductions and attributes them to the variable(s) involved in the split(s). Those with the largest relevances are the most useful for prediction. A sensible variable selection rule based on these relevances is to discard those variables whose median relevance is not positive. See the Gramacy, Taddy, \& Wild (2011) reference below for more details.

The new set of particles is appended to the old set. However
after a subsequent `update.dynaTree`

call the total
number of particles reverts to the original amount.

Note that this does not work well with `dynaTree`

objects
which were built with `model="linear"`

. Rather, a full
sensitivity analysis (`sens.dynaTree`

) is needed. Usually
it is best to first do `model="constant"`

and then use
`relevance.dynaTree`

. Bayes factors (`getBF`

)
can be used to back up any variable selections implied by the
relevance. Then, if desired, one can re-fit on the new (possibly
reduced) set of predictors with `model="linear"`

.

There are no caveats with `model="class"`

The entire `object`

is returned with a new entry called
`relevance`

containing a `matrix`

with `ncol(X)`

columns. Each row contains the sample from the relevance of
each input, and there is a row for each particle

Robert B. Gramacy rbg@vt.edu,

Matt Taddy taddy@chicagobooth.edu, and

Christoforos Anagnostopoulos christoforos.anagnostopoulos06@imperial.ac.uk

Gramacy, R.B., Taddy, M.A., and S. Wild (2011). “Variable Selection and Sensitivity Analysis via Dynamic Trees with an Application to Computer Code Performance Tuning” arXiv:1108.4739

http://bobby.gramacy.com/r_packages/dynaTree/

`dynaTree`

, `sens.dynaTree`

,
`predict.dynaTree`

`varpropuse`

, `varproptotal`

1 2 3 | ```
## see the examples in sens.dynaTree for the relevances;
## Also see varpropuse and the class2d demo via
## demo("class2d")
``` |

dynaTree documentation built on May 19, 2017, 8:53 p.m.

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