varPro (version 1.0.1)

importance.varpro: Calculate VarPro Importance

Description

Calculates variable importance using results from previous varpro call.

Usage

# S3 method for varpro
importance(o, local.std = TRUE, y.external = NULL,
  cutoff = 0.79, trim = 0.1, plot.it = FALSE, conf = TRUE, sort = TRUE,
  ylab = if (conf) "Importance" else "Standardized Importance",
  max.rules.tree, max.tree,
  papply = mclapply,
  ...)

Value

Invisibly, table summarizing the results. Contains mean importance 'mean', the standard deviation 'std', and standardized importance 'z'.

For classification, conditional 'z' tables are additionally provided, where the $z$ standardized importance values are conditional on the class label.

See cv.varpro for a data driven cross-validation method for selecting the cutoff value, cutoff.

Arguments

o

varpro object returned from a previous call to varpro.

local.std

Logical. If TRUE, uses locally standardized importance values.

y.external

Optional user-supplied response vector. Must match the expected dimension and outcome family.

cutoff

Threshold used to highlight significant variables in the importance plot. Applies only when plot.it = TRUE.

trim

Windsorization trim value used to robustify the mean and standard deviation calculations.

plot.it

Logical. If TRUE, generates a plot of importance values.

conf

Logical. If TRUE, displays importance values with standard errors as a boxplot (providing an informal confidence region). If FALSE, plots standardized importance values.

sort

Logical. If TRUE, sorts results in decreasing order of importance.

ylab

Character string specifying the y-axis label.

max.rules.tree

Optional. Maximum number of rules per tree. Defaults to the value stored in the varpro object if unspecified.

max.tree

Optional. Maximum number of trees used for rule extraction. Defaults to the value from the varpro object if unspecified.

papply

Apply method for parallelization; typically mclapply or lapply.

...

Additional arguments passed to internal methods.

Author

Min Lu and Hemant Ishwaran

Details

Calculates standardized importance values for identifying and ranking variables. Optionally, graphical output is provided, including confidence-style boxplots.

References

Lu, M. and Ishwaran, H., (2024). Model-independent variable selection via the rule-based variable priority. arXiv e-prints, pp.arXiv-2409.

See Also

cv.varpro varpro

Examples

## ------------------------------------------------------------
## toy example - needed to pass CRAN test
## ------------------------------------------------------------

## mtcars regression
o <- varpro(mpg ~ ., mtcars, ntree = 1)
imp <- importance(o, local.std = FALSE)
print(imp)

# \donttest{

## ------------------------------------------------------------
## iris example
## ------------------------------------------------------------

## apply varpro to the iris data
o <- varpro(Species ~ ., iris, max.tree = 5)

## print/plot the results
imp <- importance(o, plot.it = TRUE)
print(imp)

## ------------------------------------------------------------
## boston housing: regression
## ------------------------------------------------------------

data(BostonHousing, package = "mlbench")

## call varpro
o <- varpro(medv~., BostonHousing)

## extract importance values
imp <- importance(o)
print(imp)

## plot the results
imp <- importance(o, plot.it = TRUE)
print(imp)



## ------------------------------------------------------------
## illustrates y-external: regression example
## ------------------------------------------------------------

## friedman1 - standard application of varpro
d <- data.frame(mlbench::mlbench.friedman1(250),noise=matrix(runif(250*10,-1,1),250))
o <- varpro(y~.,d)
print(importance(o))

## importance using external rf predictor
print(importance(o,y.external=randomForestSRC::rfsrc(y~.,d)$predicted.oob))

## importance using external lm predictor
print(importance(o,y.external=lm(y~.,d)$fitted))

## importance using external randomized predictor
print(importance(o,y.external=sample(o$y)))

## ------------------------------------------------------------
## illustrates y-external: classification example
## ------------------------------------------------------------

## iris - standard application of varpro
o <- varpro(Species~.,iris)
print(importance(o))

## importance using  external rf predictor
print(importance(o,y.external=randomForestSRC::rfsrc(Species~.,iris)$class.oob))

## importance using  external randomized predictor
print(importance(o,y.external=sample(o$y)))

## ------------------------------------------------------------
## illustrates y-external: survival
## ------------------------------------------------------------
data(pbc, package = "randomForestSRC")
o <- varpro(Surv(days, status)~., pbc)
print(importance(o))

## importance using  external rsf predictor
print(importance(o,y.external=randomForestSRC::rfsrc(Surv(days, status)~., pbc)$predicted.oob))

## importance using  external randomized predictor
print(importance(o,y.external=sample(o$y)))


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