tuneMtryFast: tuneMtryFast

In tuneRanger: Tune Random Forest of the 'ranger' Package

Description

Similar to tuneRF in randomForest but for ranger.

Usage

tuneMtryFast(formula = NULL, data = NULL,
  dependent.variable.name = NULL, mtryStart = floor(sqrt(ncol(data) -
  1)), num.treesTry = 50, stepFactor = 2, improve = 0.05,
  trace = TRUE, plot = TRUE, doBest = FALSE, ...)

Arguments

formula	Object of class formula or character describing the model to fit. Interaction terms supported only for numerical variables.
data	Training data of class data.frame, matrix, dgCMatrix (Matrix) or gwaa.data (GenABEL).
dependent.variable.name	Name of dependent variable, needed if no formula given. For survival forests this is the time variable.
mtryStart	starting value of mtry; default is the same as in ranger
num.treesTry	number of trees used at the tuning step
stepFactor	at each iteration, mtry is inflated (or deflated) by this value
improve	the (relative) improvement in OOB error must be by this much for the search to continue
trace	whether to print the progress of the search
plot	whether to plot the OOB error as function of mtry
doBest	whether to run a forest using the optimal mtry found
...	options to be given to ranger

Details

Provides fast tuning for the mtry hyperparameter.

Starting with the default value of mtry, search for the optimal value (with respect to Out-of-Bag error estimate) of mtry for randomForest.

Value

If doBest=FALSE (default), it returns a matrix whose first column contains the mtry values searched, and the second column the corresponding OOB error.

If doBest=TRUE, it returns the ranger object produced with the optimal mtry.

Examples

library(tuneRanger)

data(iris)
res <- tuneMtryFast(Species ~ ., data = iris, stepFactor = 1.5)

Example output

Loading required package: ranger
Loading required package: mlrMBO
Loading required package: mlr
Loading required package: ParamHelpers
'mlr' is in maintenance mode since July 2019. Future development
efforts will go into its successor 'mlr3' (<https://mlr3.mlr-org.com>).
Loading required package: smoof
Loading required package: checkmate
Loading required package: parallel
Loading required package: lubridate

Attaching package: ‘lubridate’

The following objects are masked from ‘package:base’:

    date, intersect, setdiff, union

Loading required package: lhs
Warning message:
no DISPLAY variable so Tk is not available 
mtry = 2  OOB error = 0.05333333 
Searching left ...
Searching right ...
mtry = 3 	OOB error = 0.04666667 
0.125 0.05 
mtry = 4 	OOB error = 0.05333333 
-0.1428571 0.05 

tuneRanger documentation built on May 1, 2019, 9:11 p.m.