iRF: Iterative random forests (iRF)

Description Usage Arguments Value

View source: R/iRF.R

Description

Iteratively grow feature weighted random forests and search for prevalent interactions on decision paths.

Usage

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iRF(x, y, xtest = NULL, ytest = NULL, n.iter = 5, ntree = 500,
  mtry.select.prob = rep(1, ncol(x)), iter.return = n.iter,
  int.return = NULL, select.iter = FALSE, rit.param = list(depth = 5,
  ntree = 500, nchild = 2, class.id = 1, min.nd = 1, class.cut = NULL),
  varnames.grp = colnames(x), n.bootstrap = 1, bs.sample = NULL,
  weights = rep(1, nrow(x)), signed = TRUE, oob.importance = TRUE,
  type = "randomForest", verbose = TRUE, n.core = 1,
  interactions.return = NULL, wt.pred.accuracy = NULL, ...)

Arguments

x

numeric feature matrix.

y

response vector. If factor, classification is assumed.

xtest

numeric feature matrix for test set.

ytest

response vector for test set.

n.iter

number of iterations to run.

ntree

number of random forest trees.

mtry.select.prob

feature weights for first iteration. Defaults to equal weights

iter.return

which iterations should the RF be returned for. Defaults to iteration with highest OOB accuracy.

int.return

which iterations should interacitons be returned for.

select.iter

if TRUE, returns interactions from iteration with highest OOB accuracy.

rit.param

named list specifying RIT parameters. Entries include depth: depths of RITs, ntree: number of RITs, nchild: number of child nodes for each RIT, class.id: 0-1 indicating which leaf nodes RIT should be run over, min.nd: minimum node size to run RIT over, class.cut: threshold for converting leaf nodes in regression to binary classes.

varnames.grp

grouping "hyper-features" for RIT search. Features with the same name will be treated as identical for interaction search.

n.bootstrap

number of bootstrap samples to calculate stability scores.

bs.sample

list of observation indices to use for bootstrap samples. If NULL, iRF will take standard bootstrap samples of observations.

weights

numeric weight for each observation. Leaf nodes will be sampled for RIT with probability proprtional to the total weight of observations they contain.

signed

if TRUE, signed interactions will be returned.

oob.importance

if TRUE, importance measures are evaluated on OOB samples.

verbose

if TRUE, display progress of iRF fit.

n.core

number of cores to use. If -1, all available cores are used.

...

additional arguments passed to iRF::randomForest.

Value

A list containing the following entries:


sumbose/iRF documentation built on March 12, 2021, 7:36 a.m.