With the help of this package the out of bag learning curve for
random forests can be created for any measure that is available in the
mlr package.
Supported random forest packages are randomForest and
ranger and trained models of these packages with the
train function of mlr. Available measures can
be looked up on the mlr tutorial
page.
The main function is OOBCurve that calculates the
out-of-bag curve depending on the number of trees. With the
OOBCurvePars function out-of-bag curves can also be
calculated for mtry, sample.fraction and min.node.size for the ranger
package.
Installation:
devtools::install_github("PhilippPro/OOBCurve")Examples:
library(mlr)
library(ranger)
# Classification
data = getTaskData(sonar.task)
sonar.task = makeClassifTask(data = data, target = "Class")
lrn = makeLearner("classif.ranger", keep.inbag = TRUE, par.vals = list(num.trees = 100))
mod = train(lrn, sonar.task)
# Alternatively use ranger directly
# mod = ranger(Class ~., data = data, num.trees = 100, keep.inbag = TRUE)
# Alternatively use randomForest
# mod = randomForest(Class ~., data = data, ntree = 100, keep.inbag = TRUE)
# Application of the main function
results = OOBCurve(mod, measures = list(mmce, auc, brier), task = sonar.task, data = data)
# Plot the generated results
plot(results$mmce, type = "l", ylab = "oob-mmce", xlab = "ntrees")
plot(results$auc, type = "l", ylab = "oob-auc", xlab = "ntrees")
plot(results$brier, type = "l", ylab = "oob-brier-score", xlab = "ntrees")
# Regression
data = getTaskData(bh.task)
bh.task = makeRegrTask(data = data, target = "medv")
lrn = makeLearner("regr.ranger", keep.inbag = TRUE, par.vals = list(num.trees = 100))
mod = train(lrn, bh.task)
# Application of the main function
results = OOBCurve(mod, measures = list(mse, mae, rsq), task = bh.task, data = data)
# Plot the generated results
plot(results$mse, type = "l", ylab = "oob-mse", xlab = "ntrees")
plot(results$mae, type = "l", ylab = "oob-mae", xlab = "ntrees")
plot(results$rsq, type = "l", ylab = "oob-mae", xlab = "ntrees")
# Use OOBCurvePars for OOBCurve of other hyperparameters
library(mlr)
task = sonar.task
lrn = makeLearner("classif.ranger", predict.type = "prob", num.trees = 1000)
results = OOBCurvePars(lrn, task, measures = list(auc))
plot(results$par.vals, results$performances$auc, type = "l", xlab = "mtry", ylab = "auc")
lrn = makeLearner("classif.ranger", predict.type = "prob", num.trees = 1000, replace = FALSE)
results = OOBCurvePars(lrn, task, pars = "sample.fraction", measures = list(mmce))
plot(results$par.vals, results$performances$mmce, type = "l", xlab = "sample.fraction", ylab = "mmce")
results = OOBCurvePars(lrn, task, pars = "min.node.size", measures = list(mmce))
plot(results$par.vals, results$performances$mmce, type = "l", xlab = "min.node.size", ylab = "mmce")