Ranger
Description
Ranger is a fast implementation of Random Forest (Breiman 2001) or recursive partitioning, particularly suited for high dimensional data. Classification, regression, and survival forests are supported. Classification and regression forests are implemented as in the original Random Forest (Breiman 2001), survival forests as in Random Survival Forests (Ishwaran et al. 2008).
Usage
1 2 3 4 5 6 7 8 9 10  ranger(formula = NULL, data = NULL, num.trees = 500, mtry = NULL,
importance = "none", write.forest = TRUE, probability = FALSE,
min.node.size = NULL, replace = TRUE, sample.fraction = ifelse(replace,
1, 0.632), case.weights = NULL, splitrule = NULL, alpha = 0.5,
minprop = 0.1, split.select.weights = NULL,
always.split.variables = NULL, respect.unordered.factors = "ignore",
scale.permutation.importance = FALSE, keep.inbag = FALSE,
holdout = FALSE, num.threads = NULL, save.memory = FALSE,
verbose = TRUE, seed = NULL, dependent.variable.name = NULL,
status.variable.name = NULL, classification = NULL)

Arguments
formula 
Object of class 
data 
Training data of class 
num.trees 
Number of trees. 
mtry 
Number of variables to possibly split at in each node. Default is the (rounded down) square root of the number variables. 
importance 
Variable importance mode, one of 'none', 'impurity', 'permutation'. The 'impurity' measure is the Gini index for classification and the variance of the responses for regression. For survival, only 'permutation' is available. 
write.forest 
Save 
probability 
Grow a probability forest as in Malley et al. (2012). 
min.node.size 
Minimal node size. Default 1 for classification, 5 for regression, 3 for survival, and 10 for probability. 
replace 
Sample with replacement. 
sample.fraction 
Fraction of observations to sample. Default is 1 for sampling with replacement and 0.632 for sampling without replacement. 
case.weights 
Weights for sampling of training observations. Observations with larger weights will be selected with higher probability in the bootstrap (or subsampled) samples for the trees. 
splitrule 
Splitting rule, regression and survival only. For regression one of "variance" or "maxstat" with default "variance". For survival "logrank", "C" or "maxstat" with default "logrank". 
alpha 
For "maxstat" splitrule: Significance threshold to allow splitting. 
minprop 
For "maxstat" splitrule: Lower quantile of covariate distribtuion to be considered for splitting. 
split.select.weights 
Numeric vector with weights between 0 and 1, representing the probability to select variables for splitting. Alternatively, a list of size num.trees, containing split select weight vectors for each tree can be used. 
always.split.variables 
Character vector with variable names to be always selected in addition to the 
respect.unordered.factors 
Handling of unordered factor covariates. One of 'ignore', 'order' and 'partition' with default 'ignore'. Alternatively TRUE (='order') or FALSE (='ignore') can be used. See below for details. 
scale.permutation.importance 
Scale permutation importance by standard error as in (Breiman 2001). Only applicable if permutation variable importance mode selected. 
keep.inbag 
Save how often observations are inbag in each tree. 
holdout 
Holdout mode. Holdout all samples with case weight 0 and use these for variable importance and prediction error. 
num.threads 
Number of threads. Default is number of CPUs available. 
save.memory 
Use memory saving (but slower) splitting mode. No effect for GWAS data. Warning: This option slows down the tree growing, use only if you encounter memory problems. 
verbose 
Show computation status and estimated runtime. 
seed 
Random seed. Default is 
dependent.variable.name 
Name of dependent variable, needed if no formula given. For survival forests this is the time variable. 
status.variable.name 
Name of status variable, only applicable to survival data and needed if no formula given. Use 1 for event and 0 for censoring. 
classification 
Only needed if data is a matrix. Set to 
Details
The tree type is determined by the type of the dependent variable. For factors classification trees are grown, for numeric values regression trees and for survival objects survival trees. The Gini index is used as splitting rule for classification. For regression, the estimated response variances or maximally selected rank statistics (Wright et al. 2016) can be used. For Survival the logrank test, a Cindex based splitting rule (Schmid et al. 2015) and maximally selected rank statistics (Wright et al. 2016) are available.
With the probability
option and factor dependent variable a probability forest is grown.
Here, the node impurity is used for splitting, as in classification forests.
Predictions are class probabilities for each sample.
In contrast to other implementations, each tree returns a probability estimate and these estimates are averaged for the forest probability estimate.
For details see Malley et al. (2012).
Note that for classification and regression nodes with size smaller than min.node.size
can occur, as in original Random Forests.
For survival all nodes contain at min.node.size
samples.
Variables selected with always.split.variables
are tried additionaly to the mtry variables randomly selected.
In split.select.weights
variables weighted with 0 are never selected and variables with 1 are always selected.
Weights do not need to sum up to 1, they will be normalized later.
The weights are assigned to the variables in the order they appear in the formula or in the data if no formula is used.
Names of the split.select.weights
vector are ignored.
The usage of split.select.weights
can increase the computation times for large forests.
Unordered factor covariates can be handled in 3 different ways by using respect.unordered.factors
:
For 'ignore' all factors are regarded ordered, for 'partition' all possible 2partitions are considered for splitting.
For 'order' and 2class classification the factor levels are ordered by their proportion falling in the second class, for regression by their mean response, as described in Hastie et al. (2009), chapter 9.2.4.
For multiclass classification and survival outcomes, 'order' is experimental and should be used with care.
The use of 'order' is recommended for 2class classification and regression, as it computationally fast and can handle an unlimited number of factor levels.
Note that the factors are only reordered once and not again in each split.
For a large number of variables and data frames as input data the formula interface can be slow or impossible to use.
Alternatively dependent.variable.name
(and status.variable.name
for survival) can be used.
Consider setting save.memory = TRUE
if you encounter memory problems for very large datasets, but be aware that this option slows down the tree growing.
For GWAS data consider combining ranger
with the GenABEL
package.
See the Examples section below for a demonstration using Plink
data.
All SNPs in the GenABEL
object will be used for splitting.
To use only the SNPs without sex or other covariates from the phenotype file, use 0
on the right hand side of the formula.
Note that missing values are treated as an extra category while splitting.
See https://github.com/imbshl/ranger for the development version.
With recent R versions, multithreading on Windows platforms should just work. If you compile yourself, the new RTools toolchain is required.
Value
Object of class ranger
with elements

Saved forest (If write.forest set to TRUE). Note that the variable IDs in the 

Predicted classes/values, based on out of bag samples (classification and regression only). 

Variable importance for each independent variable. 

Overall out of bag prediction error. For classification this is the fraction of missclassified samples, for regression the mean squared error and for survival one minus Harrell's cindex. 

R squared. Also called explained variance or coefficient of determination (regression only). 

Contingency table for classes and predictions based on out of bag samples (classification only). 

Unique death times (survival only). 

Estimated cumulative hazard function for each sample (survival only). 

Estimated survival function for each sample (survival only). 

Function call. 

Number of trees. 

Number of independent variables. 

Value of mtry used. 

Value of minimal node size used. 

Type of forest/tree. classification, regression or survival. 

Importance mode used. 

Number of samples. 

Number of times the observations are inbag in the trees. 
Author(s)
Marvin N. Wright
References
Wright, M. N. & Ziegler, A. (2016). ranger: A Fast Implementation of Random Forests for High Dimensional Data in C++ and R. Journal of Statistical Software, in press. http://arxiv.org/abs/1508.04409.
Schmid, M., Wright, M. N. & Ziegler, A. (2015). On the use of Harrell's C for clinical risk prediction via random survival forests. Expert Systems with Applications 63:450459. http://dx.doi.org/10.1016/j.eswa.2016.07.018.
Wright, M. N., Dankowski, T. & Ziegler, A. (2016). Random forests for survival analysis using maximally selected rank statistics. Technical Report. http://arxiv.org/abs/1605.03391.
Breiman, L. (2001). Random forests. Mach Learn, 45(1), 532.
Ishwaran, H., Kogalur, U. B., Blackstone, E. H., & Lauer, M. S. (2008). Random survival forests. Ann Appl Stat, 841860.
Malley, J. D., Kruppa, J., Dasgupta, A., Malley, K. G., & Ziegler, A. (2012). Probability machines: consistent probability estimation using nonparametric learning machines. Methods Inf Med, 51(1), 74.
Hastie, T., Tibshirani, R., Friedman, J. (2009). The Elements of Statistical Learning. Springer, New York. 2nd edition.
See Also
predict.ranger
Examples
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35  require(ranger)
## Classification forest with default settings
ranger(Species ~ ., data = iris)
## Prediction
train.idx < sample(nrow(iris), 2/3 * nrow(iris))
iris.train < iris[train.idx, ]
iris.test < iris[train.idx, ]
rg.iris < ranger(Species ~ ., data = iris.train, write.forest = TRUE)
pred.iris < predict(rg.iris, dat = iris.test)
table(iris.test$Species, pred.iris$predictions)
## Variable importance
rg.iris < ranger(Species ~ ., data = iris, importance = "impurity")
rg.iris$variable.importance
## Survival forest
require(survival)
rg.veteran < ranger(Surv(time, status) ~ ., data = veteran)
plot(rg.veteran$unique.death.times, rg.veteran$survival[1,])
## Alternative interface
ranger(dependent.variable.name = "Species", data = iris)
## Not run:
## Use GenABEL interface to read Plink data into R and grow a classification forest
## The ped and map files are not included
library(GenABEL)
convert.snp.ped("data.ped", "data.map", "data.raw")
dat.gwaa < load.gwaa.data("data.pheno", "data.raw")
phdata(dat.gwaa)$trait < factor(phdata(dat.gwaa)$trait)
ranger(trait ~ ., data = dat.gwaa)
## End(Not run)
