predict.ll_regression_forest: Predict with a local linear forest

In grf: Generalized Random Forests

Predict with a local linear forest

Description

Gets estimates of E[Y|X=x] using a trained regression forest.

Usage

## S3 method for class 'll_regression_forest'
predict(
  object,
  newdata = NULL,
  linear.correction.variables = NULL,
  ll.lambda = NULL,
  ll.weight.penalty = FALSE,
  num.threads = NULL,
  estimate.variance = FALSE,
  ...
)

Arguments

object	The trained forest.
newdata	Points at which predictions should be made. If NULL, makes out-of-bag predictions on the training set instead (i.e., provides predictions at Xi using only trees that did not use the i-th training example). Note that this matrix should have the number of columns as the training matrix, and that the columns must appear in the same order.
linear.correction.variables	Optional subset of indexes for variables to be used in local linear prediction. If left NULL, all variables are used. We run a locally weighted linear regression on the included variables. Please note that this is a beta feature still in development, and may slow down prediction considerably. Defaults to NULL.
ll.lambda	Ridge penalty for local linear predictions. Defaults to NULL and will be cross-validated.
ll.weight.penalty	Option to standardize ridge penalty by covariance (TRUE), or penalize all covariates equally (FALSE). Defaults to FALSE.
num.threads	Number of threads used in training. If set to NULL, the software automatically selects an appropriate amount.
estimate.variance	Whether variance estimates for \hat\tau(x) are desired (for confidence intervals).
...	Additional arguments (currently ignored).

Value

A vector of predictions.

Examples

# Train the forest.
n <- 50
p <- 5
X <- matrix(rnorm(n * p), n, p)
Y <- X[, 1] * rnorm(n)
forest <- ll_regression_forest(X, Y)

# Predict using the forest.
X.test <- matrix(0, 101, p)
X.test[, 1] <- seq(-2, 2, length.out = 101)
predictions <- predict(forest, X.test)

# Predict on out-of-bag training samples.
predictions.oob <- predict(forest)

grf documentation built on June 24, 2024, 5:20 p.m.