[R] Random Forest %var(y)

Liaw, Andy andy_liaw at merck.com
Tue Jul 15 15:49:15 CEST 2008


Better late than never, I suppose:

The second column is simply the first column divided by the variance of
the response that have been OOB up to that point (20 trees), times 100. 

Best,
Andy

From: David Katz
> 
> The verbose option gives a display like:
> 
> > rf.500 <-
> +   randomForest(new.x,trn.y,do.trace=20,ntree=100,nodesize=500,
> +                importance=T)
>      |      Out-of-bag   |
> Tree |      MSE  %Var(y) |
>   20 |   0.9279   100.84 |
> 
> 
> What is the meaning of %var(y)>100%? I expected that to 
> correspond to a
> model that was worse than random, but the predictions seem 
> much better than
> that on the o-o-bag estimates from predict(rf.500).
> -- 
> View this message in context: 
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95412.html
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> 
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