1
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2answers
33 views

what does the correlation of Random forest regression tool in R represent

I've built a random forest model (regression model) using randomForest package in R, and I calculate the correlation between the predicted values and the actual ones in order to know how the trained ...
2
votes
2answers
72 views

odds ratio from decision tree and random forest

I am using a decision tree and random forest for a classification problem. The output is binary {0,1} and some of the input variables are categorical while the others are continuous. I would like ...
2
votes
1answer
79 views

Relative importance of a set of predictors in a random forests classification in R

I'd like to determine the relative importance of sets of variables toward a randomForest classification model in R. The ...
0
votes
0answers
49 views

How do I get coefficients of a random forest model?

I am using randomForest to generate a model, and at the end I don't know how I can get the final coefficients that the model is fitting. I know that for linear ...
1
vote
0answers
34 views

R: What do I see in partial dependence plots of gbm and RandomForest?

Actually, I thought I had understood what one can show a with partial dependence plot, but using a very simple hypothetical example, I got rather puzzled. In the following chunk of code I generate ...
3
votes
1answer
50 views

Finding interactions using randomForest

I am trying to use randomForest in R to find interaction terms to add to a model. My plan was to fit trees with maxnodes=4 (two ...
2
votes
1answer
48 views

Imbalanced training dataset and Random Forest regression model

I have a large dataset (>300,000 observations) that represent the distance (RMSD) between proteins. I'm building a regression model (Random Forest) that is supposed to predict the distance between any ...
1
vote
1answer
73 views

Confusion matrix calculation in random forest classifier in R

After training using random forests on the iris dataset, I get an OOB error and a confusion matrix. ...
2
votes
1answer
49 views

unbalanced samples random Forests

I am trying to predict species presence or absence using randomForest in R (classification). In fact, I am trying to do it for several species, in separate models. For a couple of the species, the ...
0
votes
0answers
39 views

Random forest highly imbalanced dataset: how to test _ create ROC curve?

I have a dataset containing 10,000 examples with 8 features. I would like to create a random forest to classify this dataset in two classes, more specific: substrate / no substrate. In this dataset ...
1
vote
0answers
56 views

Predicting and calculating test mse using cforest R

I'm new to the cforest package and am trying to create a cforest model to predict a new test set and calculate the model test MSE. My data is split into d.train ...
1
vote
1answer
79 views

Interpret Variable Importance (varImp) for Factor Variables

When I run variable importance on a random forest (or any other model), the factor/categorical variable names have the factor name as the suffix. For example, ...
0
votes
0answers
49 views

Interpreting RandomForest variable importance in case of multiple polytomous dummy variables

I have some trouble interpreting R's RandomForest variable importance measures when using multiple polytomous dummy variables. Take the following example: I have paired country data, e.g. ...
3
votes
1answer
107 views

Trend Analysis of feature importance over time in R

I'm running an experiment on a Streaming Classification Model (an Online Random Forest) that I've created. If that is a completely foreign concept to you here is a presentation I did on it recently: ...
1
vote
0answers
41 views

Random forest for binomial data

I have data where the response is of the form (k,n) - k successes, n trials for a given subject. The covariates are just some subject-specific predictors. Is it possible to use randomForest for ...
2
votes
0answers
53 views

Dissimilarity with earlier features part of cost function

I am using a RandomForest on features (pixels) of images, and I am considering adding cost for "similarity to already other included features" to the cost function. Imagine you have a current RF ...
2
votes
0answers
30 views

Identifying what weights to give to each class in a Random Forest

I am using a randomForest package in R to discriminate between 4 categories. My data consists of 80+ observations and is heavily unbalanced with around 70% of all observations being in a single ...
1
vote
1answer
70 views

How to model features with NULL (not necessarily missing) values

I’d like some advice on my options for modeling features (to be used in R) in the following scenario: I want to make a binary prediction using the positions of the planets as the predictors (the X’s). ...
1
vote
1answer
44 views

Weird bootstrap bias for Predictor Importance (MeanDecreaseAccuracy) in Random Forests

Below, using R, I: 1. Create a data set with a bunch of factors. All of them are predictors and 'y' is the dependent variable. 2. I run a classification Random Forests for y with predictor importance. ...
3
votes
0answers
49 views

What is the purpose of working on a logit scale in partial dependence plots?

What is the purpose of working on a logit scale in partial dependence plots (in binary classification)? One could simply go about as follows: Grow a forest Suppose ...
1
vote
2answers
70 views

Weighting more recent data in Random Forest model

I'm training a classification model with Random Forest to discriminate between 6 categories. My transactional data has approximately 60k+ observations and 35 variables. Here's an example of how it ...
0
votes
0answers
46 views

multiple time series classification using randomForest R

I have daily time series of all constituent stocks/members of the S&P500, over a 5 yr horizon, and wish to classify as to whether a stock will report an "earnings revision" via a binary outcome ...
1
vote
1answer
184 views

Issue on prediction with FinalModel of RandomForest in R using the CARET package

I use the caret package for training a randomForest object with 10x10CV. ...
0
votes
1answer
77 views

Random Forest variable importance metric for predicted value

Let's say I'm using a random forest in a true/false classification problem. When I produce a score for an observation is it possible to get some sort of metric of variable importance for that ...
3
votes
1answer
197 views

Can Random Forests do much better than the 2.8% test error on MNIST?

I haven't found any literature on the application of Random Forests to MNIST, CIFAR, STL-10, etc. so I thought I'd try them with the permutation-invariant MNIST myself. In R, I tried: ...
3
votes
0answers
51 views

“optimum” tree from random forests [duplicate]

You can get sample trees from random forest (e.g., see: How to actually plot a sample tree from randomForest::getTree()?) However, rather than getting a single tree from random forest, is there any ...
1
vote
1answer
61 views

Plot cost function for Random Forest against sample size in R

I would like to aestimate the cost function of a random forest model fed by several subsets of my training/test data. The subsets are increasing in size. Comparing the cost against the training and ...
0
votes
0answers
52 views

Random Forests and Feature selection [duplicate]

First, I split my training set into 10 parts. 9 parts of it, I use as LS and the other one as TS. I now want to do feature selection, so I do feature selection on 9 parts. I use Random Forest to do ...
1
vote
1answer
225 views

Does party package in R provide out-of-bag estimates of error for Random Forest models?

I'm a new R user, and also new to Random Forest modeling. I cannot seem to figure out how to obtain the out-of-bag (OOB) error estimates for cforest models built with the Party Package in R. In the ...
1
vote
0answers
109 views

Significance of R Squared in Random Forest / GBM and GBM Tuning Parameters

I often get different level of responses when I discuss about R-Squared and its relevance to measuring the performance of a Random Forest or GBM model. In general, RMSE is a better and more ...
1
vote
0answers
119 views

How to generate Random C4.5 Trees in R [closed]

I want to generate a forest using C4.5 trees, (the randomForest Package generates them using CART) Any suggestions on packages and commands in R?
1
vote
0answers
85 views

Organizing data to feed random forests

I'm willing to apply machine learning with R (I will start with random forests then maybe have a look at NNs) on some data, but I don't know where to start, ...
0
votes
1answer
192 views

random forest classification in R - no separation in training set

Originally posted on Stack Overflow, but suggested to move here... I'm new to machine learning, but I've tried to perform a Random Forest classification (randomForest package in R) on some ...
1
vote
0answers
91 views

Random forest “certainty / likelihood score” - how to score records in RF mode in R?

My question is similar to this link Creating a "certainty score" from the votes in random forests? I am trying to build a random forest for a binary response (1 & 0). Let's say we have ...
2
votes
2answers
89 views

Is there a way to remove individual trees from a forest in the randomForest package in R?

I am trying to implement the ideas in this paper: http://www.sciencedirect.com/science/article/pii/S0925231212003396. This requires me to be able to remove individual trees from the forest and ...
2
votes
1answer
238 views

Time-series machine learning methods and R packages

I am trying to determine how to use machine learning models such as for eg., random Forest with (non-financial) time-series data. Using an example, suppose we wanted to find based on monthly scores ...
0
votes
2answers
425 views

Random Forest: IncNodePurity and Feature Selection for Binary Logistic Regression

After creating a Random Forest object using randomForest with around 500 candidate variables, I used importance(object) to ...
1
vote
1answer
107 views

Number of trees using cforest in caret

I have read some of the previous posts about this issue and I still do not understand how caret decides on the number of trees when you use the model=cforest from ...
2
votes
1answer
141 views

Combining Exploratory Factor Analysis with Random Forest for Binary Logistic Regression Feature Selection

For those of you familiar with Exploratory Factor Analysis (EFA) and Random Forest (RF), I have recently had an idea of combining these two methods to reduce the number of potential predictor ...
3
votes
1answer
204 views

Using Mutual Information for Binary Logistic Regression Variable Selection

In addition to proc varclus, randomForest, and assessing multicollinearity among potential predictor variables, I am seeking ...
6
votes
2answers
997 views

Random forest vs regression

I ran an OLS regression model on data set with 5 independent variables. The independent variables and dependent variable are both continuous and are linearly related. The R Square is about 99.3%. But ...
0
votes
0answers
195 views

Imputation and proximity on new data using randomForest

I am trying to develop a random forest model in R 2.13.1 on Linux x64 using package randomForest 4.6-7, and am having trouble accomplishing a couple of things I was hoping to be able to do. 1) How to ...
0
votes
1answer
171 views

R Using Random Forest or SVM

Problem: The following code is to predict the last row's price using all previous rows as a training set ** The prediction is very nice when the last row price smaller than 10, but becomes ...
3
votes
1answer
1k views

Prediction with randomForest (R) and missing values

I have a fine randomForest classification model which I would like to use in an application that predicts the class of a new case. The new case has inevitably ...
0
votes
0answers
164 views

How does random forest, through the R package caret, make predictions?

I am using random forest (caret package in R) to predict unknown samples and classify them into one of eight groups. I am trying to determine how random forest places each sample into each group. I ...
1
vote
1answer
724 views

Random forest - binary classification vs. regression?

I have a dataset that I'm trying to classify into 2 groups, A and B, using a random forest model. I know the true grouping and I'm trying to see how well I can model it using the other available ...
1
vote
1answer
122 views

How to get the confidence interval around the variable importance generated by randomForest?

Using randomForest in R is it possible to get a variance or confidence interval around the importance of a variable (% difference in mean square error)? From the randomForest package ...
3
votes
1answer
325 views

Can we use random forest for classification in combination with distance matrix between classes?

With a colleague, we are working on a dataset containing ~5000 continuous variables for 120 individuals belonging to 8 classes. We want to estimate the relative importance of each variable to explain ...
3
votes
1answer
640 views

First steps learning to predict financial timeseries using machine learning

I am trying to get a grasp on how to use machine learning to predict financial timeseries 1 or more steps into the future. I have a financial timeseries with some descriptive data and I would like to ...
7
votes
4answers
885 views

Do the predictions of a Random Forest model have a prediction interval?

If I run a randomForest model, I can then make predictions based on the model. Is there a way to get a prediction interval of each of the predictions such that I ...