varimp.diag | R Documentation |
When BART is run with a small number of trees it tends to up-select variables that contribute the most meaningfully, and under-selects variables that have no relevance or contribute only marginally. As the number of trees, this pattern becomes less visible, as it overfits to less useful variables. Plotting this is a useful way of identifying which variables should be dropped - those that have the most visible increase relative to number of trees are performing the poorest.
varimp.diag(x.data, y.data, ri.data = NULL, iter = 50, quiet = FALSE)
x.data |
A data frame of covariates |
y.data |
A vector of outcomes (1/0) |
iter |
How many BART models to run for each of (10, 20, 50, 100, 150, 200) tree models |
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