In berndbischl/mlr: Machine Learning in R

library("mlr")
library("BBmisc")
library("ParamHelpers")

# show grouped code output instead of single lines
knitr::opts_chunk$set(collapse = TRUE)
set.seed(123)

Some learners like random forest use bagging. Bagging means that the learner consists of an ensemble of several base learners and each base learner is trained with a different random subsample or bootstrap sample from all observations. A prediction made for an observation in the original data set using only base learners not trained on this particular observation is called out-of-bag (OOB) prediction. These predictions are not prone to overfitting, as each prediction is only made by learners that did not use the observation for training.

To get a list of learners that provide OOB predictions, you can call listLearners(obj = NA, properties = "oobpreds").

listLearners(obj = NA, properties = "oobpreds")[c("class", "package")]

In mlr function getOOBPreds() can be used to extract these observations from the trained models. These predictions can be used to evaluate the performance of a given learner like in the following example.

lrn = makeLearner("classif.ranger", predict.type = "prob", predict.threshold = 0.6)
mod = train(lrn, sonar.task)
oob = getOOBPreds(mod, sonar.task)
oob

performance(oob, measures = list(auc, mmce))

As the predictions that are used are out-of-bag, this evaluation strategy is very similar to common resampling strategies like 10-fold cross-validation, but much faster, as only one training instance of the model is required.

berndbischl/mlr documentation built on Jan. 6, 2023, 12:45 p.m.