partial.rfsrc: Compute Partial Dependence Values

In randomForestSRC: Fast Unified Random Forests for Survival, Regression, and Classification (RF-SRC)

Compute Partial Dependence Values

Description

Compute predictions for partial dependence analysis using a fitted forest. This advanced interface is the workhorse called by plot.variable(..., partial = TRUE), which provides automatic grid selection and plotting. Use partial() directly for custom predictor grids, additional fixed predictors, several survival evaluation times, or observation-level predictions.

partial() returns predictions for each training observation. get.partial.plot.data() extracts their means or individual values for custom plots. Supported outcomes include regression, classification, multivariate and mixed outcomes, right-censored survival, and competing risks. See plot.variable.rfsrc for the simpler plotting interface.

Usage

partial.rfsrc(object, oob = TRUE,
  partial.type = NULL, partial.xvar = NULL, partial.values = NULL,
  partial.xvar2 = NULL, partial.values2 = NULL,
  partial.time = NULL, get.tree = NULL, seed = NULL, do.trace = FALSE, ...)

get.partial.plot.data(o, target, m.target = NULL, granule = FALSE)

Arguments

object	An object of class (rfsrc, grow) with a saved forest, or an object of class (rfsrc, forest). The forest must contain its training data. Anonymous forests are not supported.
oob	Logical. If TRUE (default), predict each observation using trees that excluded it during training. If FALSE, use the non-OOB ensemble.
partial.type	Prediction summary for survival outcomes. For right-censored survival, choose "mort", "rel.freq", "surv", or "chf". For competing risks, choose "years.lost", "cif", or "chf". Specify one type for these families; see Details for their meanings. Ignored for regression and classification.
partial.xvar	Name of the predictor to vary.
partial.values	Nonempty vector of finite numeric values for partial.xvar. Values are sorted and duplicates removed before calculation. For a factor, supply integer codes from its training level order; see Details.
partial.xvar2	Optional character vector naming additional predictors to hold fixed. Names must be distinct and different from partial.xvar.
partial.values2	Numeric vector giving one finite fixed value per predictor in partial.xvar2, in the same order. Factors use their training level codes. Each value applies to all observations throughout the primary predictor grid.
partial.time	Nonempty vector of finite evaluation times for "surv", "cif", or "chf". Times must be at least the first value in the forest's time.interest. See Details for matching requests to the time grid. Ignored for "mort", "rel.freq", and "years.lost".
get.tree	Optional vector of tree indices. By default all trees are considered, with OOB eligibility applied when oob = TRUE.
seed	Negative integer specifying the random-number seed.
do.trace	Number of seconds between progress updates; FALSE suppresses updates.
...	Additional internal prediction options. Supply graphical arguments to the subsequent plotting call.
o	An object returned by partial().
target	For classification, a class label or its numeric position in the selected response's levels. For competing risks, an event code from o$event.info$event.type. The first class or event is used when omitted. Ignored for regression and right-censored survival.
m.target	Response name to extract from a multivariate or mixed partial object. The default is the first response in o$yvar.names.
granule	Logical used by get.partial.plot.data(). If FALSE (default), return the mean prediction at each grid value. If TRUE, return individual predictions with a grid value for each observation. This differs from the numeric granule argument of plot.variable().

Details

Partial predictions and averaging

At each value in partial.values, partial() sets partial.xvar to that value for every training observation and predicts with the fitted forest. The other predictors stay at each observation's training values, except for any additional predictors fixed by partial.xvar2. No trees are refitted.

For a predictor X_j, with no additional predictors fixed, write the prediction for observation i at value z as P_i(z) = \widehat f(z, X_{i,-j}). Averaging these predictions gives the partial dependence at z: the model's mean prediction when X_j is set to z, averaged over the training values of the other predictors.

partial() returns the individual P_i(z) values; get.partial.plot.data() computes their means. With oob = TRUE, each P_i(z) uses the trees for which observation i was OOB. This changes the contributing trees, while the training observations still provide the values over which the mean is calculated.

Choosing predictor values

Choose a grid for the range of interest, such as equally spaced values or selected training quantiles. Each grid point requires a prediction for every observation, so fewer points reduce computation and output size.

For factors, use the integer codes corresponding to the training levels. For example, levels c("low", "middle", "high") have codes 1, 2, and 3. Use match(labels, levels(training.factor)) to obtain codes for selected labels. The extraction helper returns numeric codes, which can be labeled in the plotting call.

Fixing additional predictors

Use partial.xvar2 and partial.values2 to hold additional predictors at specified values for every observation. For example, vary wind over a grid while fixing temperature at one value. The resulting curve averages predictions over the remaining predictors.

To compare curves at several temperatures, repeat the call with a different fixed temperature each time. This also provides the values for a two-dimensional display: one predictor varies along the grid, and the other changes between calls.

Selecting a response

get.partial.plot.data() extracts predicted responses for regression and the selected class probability for classification. For multivariate and mixed outcomes, partial() computes all responses in one call. Use m.target in the extraction helper to choose a response, and target to choose a class when that response is a factor. Several responses or classes can be extracted from the same partial object without recalculating predictions.

For competing risks, target selects an event code from o$event.info$event.type. This differs from plot.variable(), where target selects the event's position in that vector.

Survival summaries and evaluation times

For right-censored survival, "mort" returns mortality, "surv" returns survival probabilities, and "chf" returns cumulative hazards. In partial() and its extraction helper, "rel.freq" returns the same unnormalized mortality as "mort".

For competing risks, "years.lost" returns expected years lost, "cif" returns cumulative incidence, and "chf" returns cause-specific cumulative hazard. The extraction helper selects the event of interest.

Supply partial.time for "surv", "cif", or "chf". Predictions use the forest's time.interest grid. Each request uses the last grid time less than or equal to it; a request after the final grid time uses that final time. Using values from time.interest gives exact matches. The returned partial.time contains the requested times, which can differ from the grid times used for prediction.

Mortality and years lost are scalar summaries and do not use partial.time.

Extracting results for custom plots

Pass the partial object to get.partial.plot.data() to obtain predictor values x and corresponding predictions yhat. The granule argument controls the summary:

granule = FALSE

Return the mean at each grid value. Only finite predictions contribute to the mean; if none are finite, the mean is NA.

granule = TRUE

Return the individual predictions, grouped by grid value and then in training-observation order. Each grid value is repeated once per observation. Nonfinite predictions become NA.

For time-dependent survival summaries, yhat has one column per requested time. The individual values are on the original prediction scale. Unlike the boxplot values from plot.variable(..., partial = TRUE), they are not shrunk toward their mean.

For automatic plots and numerical summaries, use plot.variable(..., partial = TRUE). Its partial.summary component contains means, standard deviations, row-averaging standard errors, and finite prediction counts. See plot.variable.rfsrc for the interpretation of its standard errors and display bands.

Value

partial() returns an object of class (rfsrc, partial, family). It includes call, family, partial.values (the grid used), partial.time (the requested times), yvar.names, and event.info, together with the prediction components below. Let n be the number of training observations, K the number of predictor grid values, T the number of requested times, and J the number of events.

regrOutput	Named list with one n \times K matrix per regression response. Rows correspond to observations and columns to predictor grid values.
classOutput	Named list with one n \times (1 + C) \times K array per classification response, where C is its number of classes. The second dimension is named "all" followed by the class labels; the class-labeled columns contain class probabilities.
survOutput	For right-censored mortality ("mort" or "rel.freq"), an n \times K matrix. For survival or cumulative hazard, an n \times T \times K array. For competing-risk years lost, an n \times J \times K array. For competing-risk cumulative incidence or cumulative hazard, an n \times T \times J \times K array.

get.partial.plot.data() returns a list with:

x	Predictor grid values. With granule = TRUE, each value is repeated n times to match the individual predictions.
yhat	Mean predictions when granule = FALSE, or individual predictions when granule = TRUE. Scalar summaries give a vector of length K or nK, respectively. Time-dependent summaries give a matrix with K or nK rows and T columns.
partial.time	The evaluation times supplied to partial().

Author(s)

Hemant Ishwaran and Udaya B. Kogalur

References

Ishwaran H., Kogalur U.B. (2007). Random survival forests for R, Rnews, 7(2):25-31.

Ishwaran H., Kogalur U.B., Blackstone E.H. and Lauer M.S. (2008). Random survival forests, Ann. App. Statist., 2:841-860.

See Also

plot.variable.rfsrc

Examples

## ------------------------------------------------------------
##
## Regression: explicit grid and raw observation-level output.
##
## ------------------------------------------------------------
set.seed(19)
dta <- na.omit(airquality)
fit <- rfsrc(Ozone ~ ., data = dta, ntree = 100)
wind <- unique(as.numeric(quantile(fit$xvar$Wind, seq(0, 1, length.out = 11))))
p <- partial(fit, partial.xvar = "Wind", partial.values = wind)
pd <- get.partial.plot.data(p)
print(head(data.frame(Wind = pd$x, partial = pd$yhat)))
plot(pd$x, pd$yhat, type = "b", xlab = "Wind", ylab = "Partial prediction")
raw <- get.partial.plot.data(p, granule = TRUE)
boxplot(raw$yhat ~ raw$x, xlab = "Wind", ylab = "Individual partial predictions")

## ------------------------------------------------------------
##
## Vary wind while fixing temperature at three values.
##
## ------------------------------------------------------------
temperature <- as.numeric(quantile(fit$xvar$Temp, c(.25, .5, .75)))
slices <- lapply(temperature, function(tt) {
  pp <- partial(fit, partial.xvar = "Wind", partial.values = wind,
                partial.xvar2 = "Temp", partial.values2 = tt)
  get.partial.plot.data(pp)$yhat
})
matplot(wind, do.call(cbind, slices), type = "l", lty = 1,
        xlab = "Wind", ylab = "Partial prediction")
legend("topright", legend = paste("Temp =", temperature),
       col = seq_along(temperature), lty = 1)

## ------------------------------------------------------------
##
## regression: partial effects for three variables simultaneously
## (can be slow, so modify accordingly)
##
## ------------------------------------------------------------

n <- 200
x <- matrix(rnorm(n * 3), ncol = 3)
y <- x[, 1] + x[, 1] * x[, 2] + x[, 1] * x[, 2] * x[, 3]
o <- rfsrc(y ~ ., data = data.frame(y = y, x))

## define target x values
x1 <- seq(-3, 3, length = 40)
x2 <- x3 <- seq(-3, 3, length = 10)

## extract second order partial effects
pdta <- do.call(rbind,
          lapply(x3, function(x3v) {
            cat("outer loop x3 = ", x3v, "\n")
            do.call(rbind,lapply(x2, function(x2v) {
              o <- partial(o,
                      partial.xvar = "X1",
                      partial.values = x1,
                      partial.xvar2 = c("X2", "X3"),
                      partial.values2 = c(x2v, x3v))
              cbind(x1, x2v, x3v, get.partial.plot.data(o)$yhat)
            }))
          }))
pdta <- data.frame(pdta)
colnames(pdta) <- c("x1", "x2", "x3", "effectSize")

## coplot of partial effects
coplot(effectSize ~ x1|x2*x3, pdta, pch = 16, overlap = 0)


## ------------------------------------------------------------
##
## Classification: extract a named class from a univariate response.
##
## ------------------------------------------------------------
iris.fit <- rfsrc(Species ~ ., data = iris, ntree = 100)
sp <- partial(iris.fit, partial.xvar = "Sepal.Length",
              partial.values = seq(4.5, 7.5, length.out = 11))
sp.data <- get.partial.plot.data(sp, target = "versicolor")
plot(sp.data$x, sp.data$yhat, type = "b", ylim = c(0, 1),
     xlab = "Sepal length", ylab = "Partial probability of versicolor")

## ------------------------------------------------------------
##
## Multivariate regression: one partial call, two extracted responses.
##
## ------------------------------------------------------------
mv <- rfsrc(cbind(Ozone, Temp) ~ ., data = dta, ntree = 100)
mp <- partial(mv, partial.xvar = "Wind", partial.values = wind)
print(names(mp$regrOutput))
mp.ozone <- get.partial.plot.data(mp, m.target = "Ozone")
mp.temp <- get.partial.plot.data(mp, m.target = "Temp")
print(head(data.frame(Wind = mp.temp$x, Temp = mp.temp$yhat)))

## ------------------------------------------------------------
##
## Mixed outcomes: extract a named class from the selected response.
##
## ------------------------------------------------------------
car.mix <- mtcars
car.mix$am <- factor(car.mix$am)
mix <- rfsrc(Multivar(mpg, am) ~ ., data = car.mix, ntree = 100)
mix.p <- partial(mix, partial.xvar = "wt", partial.values = c(2, 3, 4))
mix.am <- get.partial.plot.data(mix.p, m.target = "am", target = "1")
print(data.frame(wt = mix.am$x, probability = mix.am$yhat))

## ------------------------------------------------------------
##
## Factors: keep the training level codes when choosing labels.
##
## ------------------------------------------------------------
car.data <- mtcars
car.data$cyl <- factor(car.data$cyl)
car.fit <- rfsrc(mpg ~ ., data = car.data, ntree = 100)
lev <- levels(car.fit$xvar$cyl)
code <- match(lev, levels(car.fit$xvar$cyl))
cp <- partial(car.fit, partial.xvar = "cyl", partial.values = code)
cd <- get.partial.plot.data(cp, granule = TRUE)
boxplot(cd$yhat ~ factor(cd$x, levels = code, labels = lev),
        xlab = "Cylinders", ylab = "Individual partial predictions")

## ------------------------------------------------------------
##
## Right-censored survival: several stored evaluation times.
##
## ------------------------------------------------------------
data(veteran, package = "randomForestSRC")
vfit <- rfsrc(Surv(time, status) ~ ., data = veteran, ntree = 100)
grid <- vfit$time.interest
when <- grid[unique(round(seq(1, length(grid), length.out = 3)))]
karno <- unique(as.numeric(quantile(vfit$xvar$karno)))
vp <- partial(vfit, partial.type = "surv", partial.xvar = "karno",
              partial.values = karno, partial.time = when)
vd <- get.partial.plot.data(vp)
print(vd$partial.time)
matplot(vd$x, vd$yhat, type = "l", lty = 1,
        xlab = "Karnofsky score", ylab = "Partial survival probability")
legend("bottomright", legend = paste("Time =", vd$partial.time),
       col = seq_along(vd$partial.time), lty = 1)

## ------------------------------------------------------------
##
## Survival curves at selected quantiles of Karnofsky score.
## Reuse vfit from the preceding right-censored survival example.
##
## ------------------------------------------------------------
karno.probs <- c(.10, .50, .90)
karno.values <- quantile(vfit$xvar$karno, probs = karno.probs,
                         na.rm = TRUE)
print(karno.values)

## Set Karnofsky score to each requested value for every reference row.
## Keep the other predictors at their observed values and use OOB trees.
surv.partial <- partial(vfit,
                         oob = TRUE,
                         partial.type = "surv",
                         partial.xvar = "karno",
                         partial.values = as.numeric(karno.values),
                         partial.time = vfit$time.interest)
surv.data <- get.partial.plot.data(surv.partial)

## yhat has one row per distinct Karnofsky value and one column per time.
## Transpose it so that each plotted column is a survival curve over time.
## Each curve averages over the same reference rows.
curve.id <- seq_along(surv.data$x)
matplot(surv.data$partial.time, t(surv.data$yhat),
        type = "s", col = curve.id, lty = curve.id, lwd = 2,
        ylim = c(0, 1), xlab = "Time", ylab = "Survival probability",
        main = "Partial survival curves by Karnofsky score")

## Use the returned grid for labels: partial() removes tied quantile values.
legend("topright",
       legend = paste("Karnofsky =", format(surv.data$x, trim = TRUE)),
       col = curve.id, lty = curve.id, lwd = 2, bty = "n")

## ------------------------------------------------------------
##
## Competing risks: select an event code from the saved event map.
##
## ------------------------------------------------------------
data(follic, package = "randomForestSRC")
crfit <- rfsrc(Surv(time, status) ~ ., data = follic, ntree = 100, nsplit = 3)
age <- unique(as.numeric(quantile(crfit$xvar$age)))
crp <- partial(crfit, partial.type = "years.lost",
               partial.xvar = "age", partial.values = age)
event <- crp$event.info$event.type[1]
crd <- get.partial.plot.data(crp, target = event)
plot(crd$x, crd$yhat, type = "b", xlab = "Age", ylab = "Partial years lost")

randomForestSRC documentation built on Nov. 1, 2026, 5:07 p.m.