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randomForestSRC (version 2.4.1)

rfsrcSyn: Synthetic Random Forests

Description

Grows a synthetic random forest (RF) using RF machines as synthetic features. Applies only to regression and classification settings.

Usage

"rfsrcSyn"(formula, data, object, newdata, ntree = 1000, mtry = NULL, mtrySeq = NULL, nodesize = 5, nodesizeSeq = c(1:10,20,30,50,100), nsplit = 0, min.node = 3, use.org.features = TRUE, na.action = c("na.omit", "na.impute"), oob = TRUE, verbose = TRUE, ...)

Arguments

formula
A symbolic description of the model to be fit. Must be specified unless object is given.
data
Data frame containing the y-outcome and x-variables in the model. Must be specified unless object is given.
object
An object of class (rfsrc, synthetic). Not required when formula and data are supplied.
newdata
Test data used for prediction (optional).
ntree
Number of trees.
mtry
mtry value for synthetic forest.
mtrySeq
Sequence of mtry values used for fitting the collection of RF machines. If NULL, set to the default value p/3.
nodesize
Nodesize value for the synthetic forest.
nodesizeSeq
Sequence of nodesize values used for the fitting the collection of RF machines.
nsplit
If non-zero, nsplit-randomized splitting is used which can significantly increase speed.
min.node
Minimum forest averaged number of nodes a RF machine must exceed in order to be used as a synthetic feature.
use.org.features
In addition to synthetic features, should the original features be used when fitting synthetic forests?
na.action
Missing value action. The default na.omit removes the entire record if even one of its entries is NA. The action na.impute pre-imputes the data using fast imputation via impute.rfsrc.
oob
Preserve "out-of-bagness" so that error rates and VIMP are honest? Default is yes (oob=TRUE).
verbose
Set to TRUE for verbose output.
...
Further arguments to be passed to the rfsrc function used for fitting the synthetic forest.

Value

A list with the following components:

Details

A collection of random forests are fit using different nodesize values. The predicted values from these machines are then used as synthetic features (called RF machines) to fit a synthetic random forest (the original features are also used in constructing the synthetic forest). Currently only implemented for regression and classification settings (univariate and multivariate).

Synthetic features are calculated using out-of-bag (OOB) data to avoid over-using training data. However, to guarantee that performance values such as error rates and VIMP are honest, bootstrap draws are fixed across all trees used in the construction of the synthetic forest and its synthetic features. The option oob=TRUE ensures that this happens. Change this option at your own peril. If values for mtrySeq are given, RF machines are constructed for each combination of nodesize and mtry values specified by nodesizeSeq mtrySeq.

References

Ishwaran H. and Malley J.D. (2014). Synthetic learning machines. BioData Mining, 7:28.

See Also

rfsrc, impute.rfsrc

Examples

Run this code
## Not run: 
# ## ------------------------------------------------------------
# ## compare synthetic forests to regular forest (classification)
# ## ------------------------------------------------------------
# 
# ## rfsrc and rfsrcSyn calls
# if (library("mlbench", logical.return = TRUE)) {
# 
#   ## simulate the data 
#   ring <- data.frame(mlbench.ringnorm(250, 20))
# 
#   ## classification forests
#   ringRF <- rfsrc(classes ~., data = ring)
# 
#   ## synthetic forests:
#   ## 1 = nodesize varied
#   ## 2 = nodesize/mtry varied
#   ringSyn1 <- rfsrcSyn(classes ~., data = ring)
#   ringSyn2 <- rfsrcSyn(classes ~., data = ring, mtrySeq = c(1, 10, 20))
# 
#   ## test-set performance
#   ring.test <- data.frame(mlbench.ringnorm(500, 20))
#   pred.ringRF <- predict(ringRF, newdata = ring.test)
#   pred.ringSyn1 <- rfsrcSyn(object = ringSyn1, newdata = ring.test)$rfSynPred
#   pred.ringSyn2 <- rfsrcSyn(object = ringSyn2, newdata = ring.test)$rfSynPred
# 
# 
#   print(pred.ringRF)
#   print(pred.ringSyn1)
#   print(pred.ringSyn2)
# 
# }
# 
# ## ------------------------------------------------------------
# ## compare synthetic forest to regular forest (regression)
# ## ------------------------------------------------------------
# 
# ## simulate the data
# n <- 250
# ntest <- 1000
# N <- n + ntest
# d <- 50
# std <- 0.1
# x <- matrix(runif(N * d, -1, 1), ncol = d)
# y <- 1 * (x[,1] + x[,4]^3 + x[,9] + sin(x[,12]*x[,18]) + rnorm(n, sd = std)>.38)
# dat <- data.frame(x = x, y = y)
# test <- (n+1):N
# 
# ## regression forests
# regF <- rfsrc(y ~ ., data = dat[-test, ], )
# pred.regF <- predict(regF, dat[test, ], importance = "none")
# 
# ## synthetic forests
# ## we pass both the training and testing data
# ## but this can be split into separate commands as in the
# ## previous classification example
# synF1 <- rfsrcSyn(y ~ ., data = dat[-test, ],
#   newdata = dat[test, ])
# synF2 <- rfsrcSyn(y ~ ., data = dat[-test, ],
#   newdata = dat[test, ], mtrySeq = c(1, 10, 20, 30, 40, 50))
# 
# ## standardized MSE performance
# mse <- c(tail(pred.regF$err.rate, 1),
#          tail(synF1$rfSynPred$err.rate, 1),
#          tail(synF2$rfSynPred$err.rate, 1)) / var(y[-test])
# names(mse) <- c("forest", "synthetic1", "synthetic2")
# print(mse)
# 
# ## ------------------------------------------------------------
# ## multivariate synthetic forests
# ## ------------------------------------------------------------
# 
# mtcars.new <- mtcars
# mtcars.new$cyl <- factor(mtcars.new$cyl)
# mtcars.new$carb <- factor(mtcars.new$carb, ordered = TRUE)
# trn <- sample(1:nrow(mtcars.new), nrow(mtcars.new)/2)
# mvSyn <- rfsrcSyn(cbind(carb, mpg, cyl) ~., data = mtcars.new[trn,])
# mvSyn.pred <- rfsrcSyn(object = mvSyn, newdata = mtcars.new[-trn,])
# ## End(Not run)

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