Usage
iterative_RF(X, y, drop_fraction, keep_fraction, mtry_factor,
ntree_factor = 10, min_ntree = 5000, num_processors = 1, nodesize)
Arguments
X
A data.frame.
Each column corresponds to a feature vectors.
drop_fraction
A number between 0 and 1. Percentage of features
dropped at each iteration.
keep_fraction
A number between 0 and 1. Proportion features
from each module to retain at screening step.
mtry_factor
A positive number. Mtry for each random forest
is set to
ceiling($\sqrt{p}$mtry_factor)
where p is the current number of features.
ntree_factor
A number greater than 1. ntree for each
random is ntree_factor times the number
of features. For each random forest, ntree
is set to max(min_ntree,
ntree_factor*p
min_ntree
Minimum number of trees grown in each random forest.
num_processors
Number of processors used to fit random forests.
nodesize
Minimum nodesize.