[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).
> --
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