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predict.ranger.forest

Ranger prediction


Description

Prediction with new data and a saved forest from Ranger.

Usage

## S3 method for class 'ranger.forest'
predict(
  object,
  data,
  predict.all = FALSE,
  num.trees = object$num.trees,
  type = "response",
  se.method = "infjack",
  seed = NULL,
  num.threads = NULL,
  verbose = TRUE,
  inbag.counts = NULL,
  ...
)

Arguments

object

Ranger ranger.forest object.

data

New test data of class data.frame or gwaa.data (GenABEL).

predict.all

Return individual predictions for each tree instead of aggregated predictions for all trees. Return a matrix (sample x tree) for classification and regression, a 3d array for probability estimation (sample x class x tree) and survival (sample x time x tree).

num.trees

Number of trees used for prediction. The first num.trees in the forest are used.

type

Type of prediction. One of 'response', 'se', 'terminalNodes', 'quantiles' with default 'response'. See below for details.

se.method

Method to compute standard errors. One of 'jack', 'infjack' with default 'infjack'. Only applicable if type = 'se'. See below for details.

seed

Random seed. Default is NULL, which generates the seed from R. Set to 0 to ignore the R seed. The seed is used in case of ties in classification mode.

num.threads

Number of threads. Default is number of CPUs available.

verbose

Verbose output on or off.

inbag.counts

Number of times the observations are in-bag in the trees.

...

further arguments passed to or from other methods.

Details

For type = 'response' (the default), the predicted classes (classification), predicted numeric values (regression), predicted probabilities (probability estimation) or survival probabilities (survival) are returned. For type = 'se', the standard error of the predictions are returned (regression only). The jackknife-after-bootstrap or infinitesimal jackknife for bagging is used to estimate the standard errors based on out-of-bag predictions. See Wager et al. (2014) for details. For type = 'terminalNodes', the IDs of the terminal node in each tree for each observation in the given dataset are returned.

If type = 'se' is selected, the method to estimate the variances can be chosen with se.method. Set se.method = 'jack' for jackknife after bootstrap and se.method = 'infjack' for the infinitesimal jackknife for bagging.

For classification and predict.all = TRUE, a factor levels are returned as numerics. To retrieve the corresponding factor levels, use rf$forest$levels, if rf is the ranger object.

Value

Object of class ranger.prediction with elements

predictions Predicted classes/values (only for classification and regression)
unique.death.times Unique death times (only for survival).
chf Estimated cumulative hazard function for each sample (only for survival).
survival Estimated survival function for each sample (only for survival).
num.trees Number of trees.
num.independent.variables Number of independent variables.
treetype Type of forest/tree. Classification, regression or survival.
num.samples Number of samples.

Author(s)

Marvin N. Wright

References

  • Wright, M. N. & Ziegler, A. (2017). ranger: A Fast Implementation of Random Forests for High Dimensional Data in C++ and R. J Stat Softw 77:1-17. https://doi.org/10.18637/jss.v077.i01.

  • Wager, S., Hastie T., & Efron, B. (2014). Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife. J Mach Learn Res 15:1625-1651. http://jmlr.org/papers/v15/wager14a.html.

See Also


ranger

A Fast Implementation of Random Forests

v0.12.1
GPL-3
Authors
Marvin N. Wright [aut, cre], Stefan Wager [ctb], Philipp Probst [ctb]
Initial release
2020-01-10

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