randomForestSRC (version 3.4.1)

vimp.rfsrc: VIMP for Single or Grouped Variables

Description

Calculate variable importance (VIMP) for a single variable or group of variables for training or test data.

Usage

# S3 method for rfsrc
vimp(object, xvar.names, 
  importance = c("anti", "permute", "random"), block.size = 10,
  joint = FALSE, seed = NULL, do.trace = FALSE, ...)

Value

An object of class (rfsrc, predict) containing importance values.

Arguments

object

An object of class (rfsrc, grow) or (rfsrc, forest). The original rfsrc call must have been made with forest = TRUE.

xvar.names

Character vector of x-variable names to be evaluated. If not specified, all variables are used.

importance

Type of variable importance (VIMP) to compute.

block.size

Integer specifying the number of trees per block used for VIMP calculation. Balances between ensemble-level and tree-level estimates.

joint

Logical indicating whether to compute joint VIMP for the specified variables.

seed

Negative integer used to set the random number generator seed.

do.trace

Number of seconds between printed progress updates.

...

Additional arguments passed to or from other methods.

Author

Hemant Ishwaran and Udaya B. Kogalur

Details

Using a previously trained forest, this function calculates variable importance (VIMP) for the specified variables in xvar.names. By default, VIMP is computed using the original training data, but the user may supply a new test set via the newdata argument. See rfsrc for further details on how VIMP is computed.

If joint = TRUE, joint VIMP is returned. This is defined as the importance of a group of variables when the entire group is perturbed simultaneously.

Setting csv = TRUE returns case-specific VIMP, which provides VIMP estimates at the individual observation level. This applies to all families except survival. See examples below.

References

Ishwaran H. (2007). Variable importance in binary regression trees and forests, Electronic J. Statist., 1:519-537.

See Also

holdout.vimp.rfsrc, rfsrc

Examples

# \donttest{
## ------------------------------------------------------------
## classification example
## showcase different vimp
## ------------------------------------------------------------

iris.obj <- rfsrc(Species ~ ., data = iris)

## anti vimp (default)
print(vimp(iris.obj)$importance)

## anti vimp using brier prediction error
print(vimp(iris.obj, perf.type = "brier")$importance)

## permutation vimp
print(vimp(iris.obj, importance = "permute")$importance)

## random daughter vimp
print(vimp(iris.obj, importance = "random")$importance)

## joint anti vimp 
print(vimp(iris.obj, joint = TRUE)$importance)

## paired anti vimp
print(vimp(iris.obj, c("Petal.Length", "Petal.Width"), joint = TRUE)$importance)
print(vimp(iris.obj, c("Sepal.Length", "Petal.Width"), joint = TRUE)$importance)

## ------------------------------------------------------------
## survival example
## anti versus permute VIMP with different block sizes
## ------------------------------------------------------------

data(pbc, package = "randomForestSRC")
pbc.obj <- rfsrc(Surv(days, status) ~ ., pbc)

print(vimp(pbc.obj)$importance)
print(vimp(pbc.obj, block.size=1)$importance)
print(vimp(pbc.obj, importance="permute")$importance)
print(vimp(pbc.obj, importance="permute", block.size=1)$importance)

## ------------------------------------------------------------
## imbalanced classification example
## see the imbalanced function for more details
## ------------------------------------------------------------

data(breast, package = "randomForestSRC")
breast <- na.omit(breast)
f <- as.formula(status ~ .)
o <- rfsrc(f, breast, ntree = 2000)

## permutation vimp
print(100 * vimp(o, importance = "permute")$importance)

## anti vimp using gmean performance
print(100 * vimp(o, perf.type = "gmean")$importance[, 1])

## ------------------------------------------------------------
## regression example
## ------------------------------------------------------------

airq.obj <- rfsrc(Ozone ~ ., airquality)
print(vimp(airq.obj))

## ------------------------------------------------------------
## regression example where vimp is calculated on test data
## ------------------------------------------------------------

set.seed(100080)
train <- sample(1:nrow(airquality), size = 80)
airq.obj <- rfsrc(Ozone~., airquality[train, ])

## training data vimp
print(airq.obj$importance)
print(vimp(airq.obj)$importance)

## test data vimp
print(vimp(airq.obj, newdata = airquality[-train, ])$importance)

## ------------------------------------------------------------
## case-specific vimp
## returns VIMP for each case
## ------------------------------------------------------------

o <- rfsrc(mpg~., mtcars)
v <- vimp(o, csv = TRUE)
csvimp <- get.mv.csvimp(v, standardize=TRUE)
print(csvimp)

## ------------------------------------------------------------
## case-specific joint vimp
## returns joint VIMP for each case
## ------------------------------------------------------------

o <- rfsrc(mpg~., mtcars)
v <- vimp(o, joint = TRUE, csv = TRUE)
csvimp <- get.mv.csvimp(v, standardize=TRUE)
print(csvimp)

## ------------------------------------------------------------
## case-specific joint vimp for multivariate regression
## returns joint VIMP for each case, for each outcome
## ------------------------------------------------------------

o <- rfsrc(Multivar(mpg, cyl) ~., data = mtcars)
v <- vimp(o, joint = TRUE, csv = TRUE)
csvimp <- get.mv.csvimp(v, standardize=TRUE)
print(csvimp)

# }