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Variable selection


orsf_vs(object, n_predictor_min = 3, verbose_progress = NULL)



(ObliqueForest) a trained oblique random forest object (see orsf).


(integer) the minimum number of predictors allowed


(logical) not implemented yet. Should progress be printed to the console?


a data.table with four columns:

  • n_predictors: the number of predictors used

  • stat_value: the out-of-bag statistic

  • variables_included: the names of the variables included

  • predictors_included: the names of the predictors included

  • predictor_dropped: the predictor selected to be dropped


The difference between variables_included and predictors_included is referent coding. The variable would be the name of a factor variable in the training data, while the predictor would be the name of that same factor with the levels of the factor appended. For example, if the variable is diabetes with levels = c("no", "yes"), then the variable name is diabetes and the predictor name is diabetes_yes.

tree_seeds should be specified in object so that each successive run of orsf will be evaluated in the same out-of-bag samples as the initial run.


object <- orsf(formula = time + status ~ .,
               data = pbc_orsf,
               n_tree = 25,
               importance = 'anova')

orsf_vs(object, n_predictor_min = 15)
#>    n_predictors stat_value                        variables_included
#>           <int>      <num>                                    <list>
#> 1:           15  0.8356685     age,albumin,ascites,ast,bili,chol,...
#> 2:           16  0.8351997     age,albumin,ascites,ast,bili,chol,...
#> 3:           17  0.8296786     age,albumin,ascites,ast,bili,chol,...
#> 4:           18  0.8185322 age,albumin,alk.phos,ascites,ast,bili,...
#>                                predictors_included predictor_dropped
#>                                             <list>            <char>
#> 1:  id,age,sex_f,ascites_1,spiders_1,edema_0.5,...          platelet
#> 2:   id,age,sex_f,ascites_1,hepato_1,spiders_1,...          hepato_1
#> 3: id,trt_placebo,age,sex_f,ascites_1,hepato_1,...       trt_placebo
#> 4: id,trt_placebo,age,sex_f,ascites_1,hepato_1,...          alk.phos