IPMRF (version 1.3)

ipmgbmnew: IPM casewise with gbm object by gbm for new cases, whose responses do not need to be known

Description

The IPM of a new case, i.e. one not used to grow the forest and whose true response does not need to be known, is computed as follows. The new case is put down each of the ntree trees in the forest. For each tree, the case goes from the root node to a leaf through a series of nodes. The variable split in these nodes is recorded. The percentage of times a variable is selected along the case's way from the root to the terminal node is calculated for each tree. Note that we do not count the percentage of times a split occurred on variable k in tree t, but only the variables that intervened in the prediction of the case. The IPM for this new case is obtained by averaging those percentages over the ntree trees.

Usage

ipmgbmnew(marbolr, da, ntree)

Value

It returns IPM for new cases. It is a matrix with as many rows as cases are in da, and as many columns as predictors are in da.

Arguments

marbolr

Generalized Boosted Regression object obtained with gbm.

da

Data frame with the predictors only, not responses, for the new cases. Each row corresponds to an observation and each column corresponds to a predictor, which obviously must be the same variables used as predictors in the training set.

ntree

Number of trees.

Author

Stefano Nembrini

Details

All details are given in Epifanio (2017).

References

Pierola, A. and Epifanio, I. and Alemany, S. (2016) An ensemble of ordered logistic regression and random forest for child garment size matching. Computers & Industrial Engineering, 101, 455--465.

Epifanio, I. (2017) Intervention in prediction measure: a new approach to assessing variable importance for random forests. BMC Bioinformatics, 18, 230.

See Also

ipmparty, ipmrf, ipmpartynew, ipmrfnew

Examples

# \donttest{
library(party)
library(gbm)
gbm = gbm(score ~ ., data = readingSkills, n.trees = 50, shrinkage = 0.05, interaction.depth = 5, 
        bag.fraction = 0.5, train.fraction = 0.5, n.minobsinnode = 1, 
        cv.folds = 0, keep.data = FALSE, verbose = FALSE)
apply(ipmgbmnew(gbm, readingSkills[, -4], 50), FUN = mean, 2) -> gbm_ipm
gbm_ipm
# }