holdoutRF: Hold-out random forests

Description Usage Arguments Value Author(s) References See Also

View source: R/holdoutRF.R

Description

Grow two random forests on two cross-validation folds. Instead of out-of-bag data, the other fold is used to compute permutation importance. Related to the novel permutation variable importance by Janitza et al. (2015).

Usage

1

Arguments

...

All arguments are passed to ranger() (except importance, case.weights, replace and holdout.).

Value

Hold-out random forests with variable importance.

Author(s)

Marvin N. Wright

References

Janitza, S., Celik, E. & Boulesteix, A.-L., (2015). A computationally fast variable importance test for random forests for high-dimensional data. Adv Data Anal Classif http://dx.doi.org/10.1007/s11634-016-0276-4.

See Also

ranger


ranger documentation built on May 20, 2017, 12:52 a.m.

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