[R] RandomForest question
Liaw, Andy
andy_liaw at merck.com
Thu Jul 21 18:59:33 CEST 2005
See the tuneRF() function in the package for an implementation of
the strategy recommended by Breiman & Cutler.
BTW, "randomForest" is only for the R package. See Breiman's
web page for notice on trademarks.
Andy
> From: Weiwei Shi
>
> Hi,
> I found the following lines from Leo's randomForest, and I am not sure
> if it can be applied here but just tried to help:
>
> mtry0 = the number of variables to split on at each node. Default is
> the square root of mdim. ATTENTION! DO NOT USE THE DEFAULT VALUES OF
> MTRY0 IF YOU WANT TO OPTIMIZE THE PERFORMANCE OF RANDOM FORESTS. TRY
> DIFFERENT VALUES-GROW 20-30 TREES, AND SELECT THE VALUE OF MTRY THAT
> GIVES THE SMALLEST OOB ERROR RATE.
>
> mdim is the number of predicators.
>
> HTH,
>
> weiwei
>
> On 7/21/05, Liaw, Andy <andy_liaw at merck.com> wrote:
> > > From: Arne.Muller at sanofi-aventis.com
> > >
> > > Hello,
> > >
> > > I'm trying to find out the optimal number of splits (mtry
> > > parameter) for a randomForest classification. The
> > > classification is binary and there are 32 explanatory
> > > variables (mostly factors with each up to 4 levels but also
> > > some numeric variables) and 575 cases.
> > >
> > > I've seen that although there are only 32 explanatory
> > > variables the best classification performance is reached when
> > > choosing mtry=80. How is it possible that more variables can
> > > used than there are in columns the data frame?
> >
> > It's not. The code for randomForest.default() has:
> >
> > ## Make sure mtry is in reasonable range.
> > mtry <- max(1, min(p, round(mtry)))
> >
> > so it silently sets mtry to number of predictors if it's too large.
> > As an example:
> >
> > > library(randomForest)
> > randomForest 4.5-12
> > Type rfNews() to see new features/changes/bug fixes.
> > > iris.rf = randomForest(Species ~ ., iris, mtry=10)
> > > iris.rf$mtry
> > [1] 4
> >
> > I should probably add a warning in such cases...
> >
> > Andy
> >
> >
> > > thanks for your help
> > > + kind regards,
> > >
> > > Arne
> > >
> > >
> > >
> > >
> > > [[alternative HTML version deleted]]
> > >
> > > ______________________________________________
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> > >
> > >
> > >
> >
> > ______________________________________________
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> >
>
>
> --
> Weiwei Shi, Ph.D
>
> "Did you always know?"
> "No, I did not. But I believed..."
> ---Matrix III
>
>
>
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