[R] ROC curve in randomSurvivalForest

Nick Fankhauser lists at nyk.ch
Fri Apr 23 01:25:45 CEST 2010

I'm using randomSurvivalForest to predict survival from a rather small 
sample. As it's not enough data to have training and validation set, I 
rely on the "Estimate of error rate" computed by the randomForest. If I 
understand the method correctly, it repeatedly partitions the data into 
varying training/validation sets during the learning steps, which also 
produces the estimate of error.
My questions is, would it be possible to compute a ROC curve during RF 
A possible approach I considered would be to train the RF on a subset of 
the data and create a ROC curve from the prediction on the remaining 
data. By repeating this process, I would get the variation of the ROC 
curve for the different possible data subsets.
But this seems to be not such an elegant solution, as this could be done 
during one instance of RF learning.
It would be very helpful, if someone could point to an approach on how 
to do this.

Nick Fankhauser

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