Variable selection
Arguments
- object
(orsf_fit) a trained oblique random survival forest (see orsf).
- n_predictor_min
(integer) the minimum number of predictors allowed
- verbose_progress
(logical) not implemented yet. Should progress be printed to the console?
Value
a data.table with four columns:
n_predictors: the number of predictors used
stat_value: the out-of-bag statistic
predictors_included: the names of the predictors included
predictor_dropped: the predictor selected to be dropped
Details
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.
Examples
object <- orsf(formula = time + status ~ .,
data = pbc_orsf,
n_tree = 25,
importance = 'anova',
tree_seeds = 1:25)
orsf_vs(object)
#> n_predictors stat_value predictors_included
#> 1: 3 0.7788862 ascites,edema,bili
#> 2: 4 0.8191550 age,ascites,edema,bili
#> 3: 5 0.8328819 age,ascites,edema,bili,copper
#> 4: 6 0.8263701 age,ascites,spiders,edema,bili,copper
#> 5: 7 0.8318921 age,ascites,spiders,edema,bili,albumin,...
#> 6: 8 0.8375703 age,ascites,spiders,edema,bili,chol,...
#> 7: 9 0.8316055 age,ascites,hepato,spiders,edema,bili,...
#> 8: 10 0.8221244 age,ascites,hepato,spiders,edema,bili,...
#> 9: 11 0.8237914 age,ascites,hepato,spiders,edema,bili,...
#> 10: 12 0.8301209 age,ascites,hepato,spiders,edema,bili,...
#> 11: 13 0.8413211 id,age,ascites,hepato,spiders,edema,...
#> 12: 14 0.8322307 id,age,ascites,hepato,spiders,edema,...
#> 13: 15 0.8381955 id,age,ascites,hepato,spiders,edema,...
#> 14: 16 0.8229058 id,age,ascites,hepato,spiders,edema,...
#> 15: 17 0.8347833 id,age,sex,ascites,hepato,spiders,...
#> 16: 18 0.8173838 id,trt,age,sex,ascites,hepato,...
#> predictor_dropped
#> 1: bili
#> 2: age
#> 3: copper
#> 4: spiders
#> 5: albumin
#> 6: chol
#> 7: hepato
#> 8: protime
#> 9: ast
#> 10: stage
#> 11: id
#> 12: trig
#> 13: alk.phos
#> 14: platelet
#> 15: sex
#> 16: trt