sft: Selection Frequency Threshold

In wilsontom/forestControl: Approximate False Positive Rate Control in Selection Frequency for Random Forest

Description

Determine the selecton frequency threshold of a model at a specified false positive rate

Usage

sft(x, alpha)

Arguments

x	a randomForest or ranger object
alpha	a false positive rate (ie, 0.01)

Value

a list of two elements

• sft Tthe selection frequency threshold

• probs_atsft The esimated false positive rate

Author(s)

Tom Wilson [e-mail]

Examples

library(randomForest)
data(iris)
iris.rf <- randomForest(iris[,-5], iris[,5], forest = TRUE)

# For a false positive rate of 1%
iris.sft <- sft(iris.rf, 0.01)
print(iris.sft)

# To iterate through a range of alpha values

alpha <- c(0.01,0.05, 0.1,0.15,0.2, 0.25)
threshold <- NULL
for(i in seq_along(alpha)){
    threshold[i] <- sft(iris.rf, alpha[i])$sft
}

plot(alpha, threshold, type = 'b')

wilsontom/forestControl documentation built on Feb. 23, 2022, 8:10 p.m.