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Variable selection

Source: R/orsf_vs.R
orsf_vs.Rd

Variable selection

Usage

orsf_vs(
  object,
  n_predictor_min = 3,
  n_predictor_drop = 1,
  verbose_progress = NULL
)

Arguments

object

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

n_predictor_min

(integer) the minimum number of predictors allowed

n_predictor_drop

(integer) the number of predictors dropped at each step

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

  • variables_included: the names of the variables included

  • predictors_included: the names of the predictors included

  • predictor_dropped: the predictor selected to be dropped

Details

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.

Examples


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  0.8244179     age,albumin,ascites,ast,bili,chol,...
#> 2:           16  0.8395229 age,albumin,alk.phos,ascites,ast,bili,...
#> 3:           17  0.8429085 age,albumin,alk.phos,ascites,ast,bili,...
#> 4:           18  0.8340539 age,albumin,alk.phos,ascites,ast,bili,...
#> 5:           19  0.8210323 age,albumin,alk.phos,ascites,ast,bili,...
#>                                  predictors_included predictor_dropped
#>                                               <list>            <list>
#> 1: id,age,ascites_1,hepato_1,spiders_1,edema_0.5,...                NA
#> 2: id,age,ascites_1,hepato_1,spiders_1,edema_0.5,...          alk.phos
#> 3:     id,age,sex_f,ascites_1,hepato_1,spiders_1,...             sex_f
#> 4:     id,age,sex_f,ascites_1,hepato_1,spiders_1,...          platelet
#> 5:   id,trt_placebo,age,sex_f,ascites_1,hepato_1,...       trt_placebo