In SimonYansenZhao/wsrf: Weighted Subspace Random Forest for Classification

Introduction

The wsrf package is a parallel implementation of the Weighted Subspace Random Forest algorithm (wsrf) of @xu2012classifying. A novel variable weighting method is used for variable subspace selection in place of the traditional approach of random variable sampling. This new approach is particularly useful in building models for high dimensional data --- often consisting of thousands of variables. Parallel computation is used to take advantage of multi-core machines and clusters of machines to build random forest models from high dimensional data with reduced elapsed times.

Requirements and Installation Notes

Currently, wsrf requires R (>= 3.3.0), Rcpp (>= 0.10.2) [@dirk2011rcpp; @dirk2013seamless]. For the use of multi-threading, a C++ compiler with C++11 standard support of threads is required. To install the latest stable version of the package, from within R run:

install.packages("wsrf")

or the latest development version:

devtools::install_github("simonyansenzhao/wsrf")

The version of R before 3.3.0 doesn't provide fully support of C++11, thus we provided other options for installation of wsrf. From 1.6.0, we drop the support for those options. One can find the usage in the documentation from previous version if interested.

Usage

This section demonstrates how to use wsrf, especially on a cluster of machines.

The example uses a small dataset iris from R. See the help page in R (?iris) for more details of iris. Below are the basic information of it.

ds <- iris
dim(ds)
names(ds)

Before building the model we need to prepare the training dataset. First we specify the target variable.

target <- "Species"
vars <- names(ds)

Next we deal with missing values, using na.roughfix() from randomForest to take care of them.

library("randomForest")
if (sum(is.na(ds[vars]))) ds[vars] <- na.roughfix(ds[vars])
ds[target] <- as.factor(ds[[target]])
(tt <- table(ds[target]))

We construct the formula that describes the model which will predict the target based on all other variables.

(form <- as.formula(paste(target, "~ .")))

Finally we create the randomly selected training and test datasets, setting a seed so that the results can be exactly replicated.

seed <- 42
set.seed(seed)
length(train <- sample(nrow(ds), 0.7*nrow(ds)))
length(test <- setdiff(seq_len(nrow(ds)), train))

The function to build a weighted random forest model in wsrf is:

wsrf(formula, data, ...)

and

wsrf(x,
     y,
     mtry=floor(log2(length(x))+1),
     ntree=500,
     weights=TRUE,
     parallel=TRUE,
     na.action=na.fail,
     importance=FALSE,
     nodesize=2,
     clusterlogfile,
     ...)

We use the training dataset to build a random forest model. All parameters, except formula and data, use their default values: 500 for ntree --- the number of trees; TRUE for weights --- weighted subspace random forest or random forest; TRUE for parallel --- use multi-thread or other options, etc.

library("wsrf")
model.wsrf.1 <- wsrf(form, data=ds[train, vars], parallel=FALSE)
print(model.wsrf.1)
print(model.wsrf.1, 1)  # Print tree 1.

Then, predict the classes of test data.

cl <- predict(model.wsrf.1, newdata=ds[test, vars], type="class")$class
actual <- ds[test, target]
(accuracy.wsrf <- mean(cl == actual, na.rm=TRUE))

Thus, we have built a model that is around r round(100*accuracy.wsrf, 0)% accurate on unseen testing data.

Using different random seed, we obtain another model.

set.seed(seed+1)

# Here we build another model without weighting.
model.wsrf.2 <- wsrf(form, data=ds[train, vars], weights=FALSE, parallel=FALSE)
print(model.wsrf.2)

We can also derive a subset of the forest from the model or a combination of multiple forests.

submodel.wsrf <- subset.wsrf(model.wsrf.1, 1:150)
print(submodel.wsrf)
bigmodel.wsrf <- combine.wsrf(model.wsrf.1, model.wsrf.2)
print(bigmodel.wsrf)

Next, we will specify building the model on a cluster of servers.

servers <- paste0("node", 31:40)
model.wsrf.3 <- wsrf(form, data=ds[train, vars], parallel=servers)

All we need is a character vector specifying the hostnames of which nodes to use, or a named integer vector, whose values of the elements give how many threads to use for model building, in other words, how many trees built simultaneously. More detail descriptions about wsrf are presented in the manual.