R: Classification and Regression with Random Forest
randomForest
R Documentation
Classification and Regression with Random Forest
Description
randomForest implements Breiman's random forest algorithm (based on
Breiman and Cutler's original Fortran code) for classification and
regression. It can also be used in unsupervised mode for assessing
proximities among data points.
an optional data frame containing the variables in the model.
By default the variables are taken from the environment which
randomForest is called from.
subset
an index vector indicating which rows should be used.
(NOTE: If given, this argument must be named.)
na.action
A function to specify the action to be taken if NAs
are found. (NOTE: If given, this argument must be named.)
x, formula
a data frame or a matrix of predictors, or a formula
describing the model to be fitted (for the
print method, an randomForest object).
y
A response vector. If a factor, classification is assumed,
otherwise regression is assumed. If omitted, randomForest
will run in unsupervised mode.
xtest
a data frame or matrix (like x) containing
predictors for the test set.
ytest
response for the test set.
ntree
Number of trees to grow. This should not be set to too
small a number, to ensure that every input row gets predicted at
least a few times.
mtry
Number of variables randomly sampled as candidates at each
split. Note that the default values are different for
classification (sqrt(p) where p is number of variables in x)
and regression (p/3)
replace
Should sampling of cases be done with or without
replacement?
classwt
Priors of the classes. Need not add up to one.
Ignored for regression.
cutoff
(Classification only) A vector of length equal to
number of classes. The ‘winning’ class for an observation is the
one with the maximum ratio of proportion of votes to cutoff.
Default is 1/k where k is the number of classes (i.e., majority vote
wins).
strata
A (factor) variable that is used for stratified sampling.
sampsize
Size(s) of sample to draw. For classification, if
sampsize is a vector of the length the number of strata, then
sampling is stratified by strata, and the elements of sampsize
indicate the numbers to be drawn from the strata.
nodesize
Minimum size of terminal nodes. Setting this number
larger causes smaller trees to be grown (and thus take less time).
Note that the default values are different for classification (1)
and regression (5).
maxnodes
Maximum number of terminal nodes trees in the forest
can have. If not given, trees are grown to the maximum possible
(subject to limits by nodesize). If set larger than maximum
possible, a warning is issued.
importance
Should importance of predictors be assessed?
localImp
Should casewise importance measure be computed?
(Setting this to TRUE will override importance.)
nPerm
Number of times the OOB data are permuted per tree for
assessing variable importance. Number larger than 1 gives slightly
more stable estimate, but not very effective. Currently only
implemented for regression.
proximity
Should proximity measure among the rows be
calculated?
oob.prox
Should proximity be calculated only on “out-of-bag”
data?
norm.votes
If TRUE (default), the final result of votes
are expressed as fractions. If FALSE, raw vote counts are
returned (useful for combining results from different runs).
Ignored for regression.
do.trace
If set to TRUE, give a more verbose output as
randomForest is run. If set to some integer, then running
output is printed for every do.trace trees.
keep.forest
If set to FALSE, the forest will not be
retained in the output object. If xtest is given, defaults
to FALSE.
corr.bias
perform bias correction for regression? Note:
Experimental. Use at your own risk.
keep.inbag
Should an n by ntree matrix be
returned that keeps track of which samples are “in-bag” in which
trees (but not how many times, if sampling with replacement)
...
optional parameters to be passed to the low level function
randomForest.default.
Value
An object of class randomForest, which is a list with the
following components:
call
the original call to randomForest
type
one of regression, classification, or
unsupervised.
predicted
the predicted values of the input data based on
out-of-bag samples.
importance
a matrix with nclass + 2 (for classification)
or two (for regression) columns. For classification, the first
nclass columns are the class-specific measures computed as
mean descrease in accuracy. The nclass + 1st column is the
mean descrease in accuracy over all classes. The last column is the
mean decrease in Gini index. For Regression, the first column is
the mean decrease in accuracy and the second the mean decrease in MSE.
If importance=FALSE, the last measure is still returned as a
vector.
importanceSD
The “standard errors” of the permutation-based
importance measure. For classification, a p by nclass
+ 1 matrix corresponding to the first nclass + 1 columns
of the importance matrix. For regression, a length p vector.
localImp
a p by n matrix containing the casewise importance
measures, the [i,j] element of which is the importance of i-th
variable on the j-th case. NULL if localImp=FALSE.
ntree
number of trees grown.
mtry
number of predictors sampled for spliting at each node.
forest
(a list that contains the entire forest; NULL if
randomForest is run in unsupervised mode or if
keep.forest=FALSE.
err.rate
(classification only) vector error rates of the
prediction on the input data, the i-th element being the (OOB) error rate
for all trees up to the i-th.
confusion
(classification only) the confusion matrix of the
prediction (based on OOB data).
votes
(classification only) a matrix with one row for each
input data point and one column for each class, giving the fraction
or number of (OOB) ‘votes’ from the random forest.
oob.times
number of times cases are ‘out-of-bag’ (and thus used
in computing OOB error estimate)
proximity
if proximity=TRUE when
randomForest is called, a matrix of proximity measures among
the input (based on the frequency that pairs of data points are in
the same terminal nodes).
mse
(regression only) vector of mean square errors: sum of squared
residuals divided by n.
if test set is given (through the xtest or additionally
ytest arguments), this component is a list which contains the
corresponding predicted, err.rate, confusion,
votes (for classification) or predicted, mse and
rsq (for regression) for the test set. If
proximity=TRUE, there is also a component, proximity,
which contains the proximity among the test set as well as proximity
between test and training data.
Note
The forest structure is slightly different between
classification and regression. For details on how the trees are
stored, see the help page for getTree.
If xtest is given, prediction of the test set is done “in
place” as the trees are grown. If ytest is also given, and
do.trace is set to some positive integer, then for every
do.trace trees, the test set error is printed. Results for the
test set is returned in the test component of the resulting
randomForest object. For classification, the votes
component (for training or test set data) contain the votes the cases
received for the classes. If norm.votes=TRUE, the fraction is
given, which can be taken as predicted probabilities for the classes.
For large data sets, especially those with large number of variables,
calling randomForest via the formula interface is not advised:
There may be too much overhead in handling the formula.
The “local” (or casewise) variable importance is computed as
follows: For classification, it is the increase in percent of times a
case is OOB and misclassified when the variable is permuted. For
regression, it is the average increase in squared OOB residuals when
the variable is permuted.