R: Oblique random forest control

orsf_control {aorsf}

R Documentation

Oblique random forest control

Description

Oblique random forest control

Usage

orsf_control(
  tree_type,
  method,
  scale_x,
  ties,
  net_mix,
  target_df,
  max_iter,
  epsilon,
  ...
)

orsf_control_classification(
  method = "glm",
  scale_x = TRUE,
  net_mix = 0.5,
  target_df = NULL,
  max_iter = 20,
  epsilon = 1e-09,
  ...
)

orsf_control_regression(
  method = "glm",
  scale_x = TRUE,
  net_mix = 0.5,
  target_df = NULL,
  max_iter = 20,
  epsilon = 1e-09,
  ...
)

orsf_control_survival(
  method = "glm",
  scale_x = TRUE,
  ties = "efron",
  net_mix = 0.5,
  target_df = NULL,
  max_iter = 20,
  epsilon = 1e-09,
  ...
)

Arguments

`tree_type`	(character) the type of tree. Valid options are "classification", i.e., categorical outcomes "regression", i.e., continuous outcomes "survival", i.e., time-to event outcomes
`method`	(character or function) how to identify linear linear combinations of predictors. If `method` is a character value, it must be one of: 'glm': linear, logistic, and cox regression 'net': same as 'glm' but with penalty terms 'pca': principal component analysis 'random': random draw from uniform distribution If `method` is a function, it will be used to identify linear combinations of predictor variables. `method` must in this case accept three inputs named `x_node`, `y_node` and `w_node`, and should expect the following types and dimensions: `x_node` (matrix; `n` rows, `p` columns) `y_node` (matrix; `n` rows, `2` columns) `w_node` (matrix; `n` rows, `1` column) In addition, `method` must return a matrix with p rows and 1 column.
`scale_x`	(logical) if `TRUE`, values of predictors will be scaled prior to each instance of finding a linear combination of predictors, using summary values from the data in the current node of the decision tree.
`ties`	(character) a character string specifying the method for tie handling. Only relevant when modeling survival outcomes and using a method that engages with tied outcome times. If there are no ties, all the methods are equivalent. Valid options are 'breslow' and 'efron'. The Efron approximation is the default because it is more accurate when dealing with tied event times and has similar computational efficiency compared to the Breslow method.
`net_mix`	(double) The elastic net mixing parameter. A value of 1 gives the lasso penalty, and a value of 0 gives the ridge penalty. If multiple values of alpha are given, then a penalized model is fit using each alpha value prior to splitting a node.
`target_df`	(integer) Preferred number of variables used in each linear combination. For example, with `mtry` of 5 and `target_df` of 3, we sample 5 predictors and look for the best linear combination using 3 of them.
`max_iter`	(integer) iteration continues until convergence (see `eps` above) or the number of attempted iterations is equal to `iter_max`.
`epsilon`	(double) When using most modeling based method, iteration continues in the algorithm until the relative change in some kind of objective is less than `epsilon`, or the absolute change is less than `sqrt(epsilon)`.
`...`	Further arguments passed to or from other methods (not currently used).

Details

Adjust scale_x at your own risk. Setting scale_x = FALSE will reduce computation time but will also make the orsf model dependent on the scale of your data, which is why the default value is TRUE.

Value

an object of class 'orsf_control', which should be used as an input for the control argument of orsf. Components are:

tree_type: type of trees to fit
lincomb_type: method for linear combinations
lincomb_eps: epsilon for convergence
lincomb_iter_max: max iterations
lincomb_scale: to scale or not.
lincomb_alpha: mixing parameter
lincomb_df_target: target degrees of freedom
lincomb_ties_method: method for ties in survival time
lincomb_R_function: R function for custom splits

Examples

First we load some relevant packages

set.seed(329730)
suppressPackageStartupMessages({
 library(aorsf)
 library(survival)
 library(ranger)
 library(riskRegression)
})

Accelerated linear combinations

The accelerated ORSF ensemble is the default because it has a nice balance of computational speed and prediction accuracy. It runs a single iteration of Newton Raphson scoring on the Cox partial likelihood function to find linear combinations of predictors.

fit_accel <- orsf(pbc_orsf, 
                  control = orsf_control_survival(),
                  formula = Surv(time, status) ~ . - id,
                  tree_seeds = 329)

Linear combinations with Cox regression

Setting inputs in orsf_control_survival to scale the X matrix and repeat iterations until convergence allows you to run Cox regression in each non-terminal node of each survival tree, using the regression coefficients to create linear combinations of predictors:

control_cph <- orsf_control_survival(method = 'glm', 
                                     scale_x = TRUE, 
                                     max_iter = 20)

fit_cph <- orsf(pbc_orsf, 
                control = control_cph,
                formula = Surv(time, status) ~ . - id,
                tree_seeds = 329)

Linear combinations with penalized cox regression

Setting method == 'net' runs penalized Cox regression in each non-terminal node of each survival tree. This can be really helpful if you want to do feature selection within the node, but it is a lot slower than the 'glm' option.

# select 3 predictors out of 5 to be used in
# each linear combination of predictors.

control_net <- orsf_control_survival(method = 'net', target_df = 3)

fit_net <- orsf(pbc_orsf, 
                control = control_net,
                formula = Surv(time, status) ~ . - id,
                tree_seeds = 329)

Linear combinations with your own function

In addition to the built-in methods, customized functions can be used to identify linear combinations of predictors. We’ll demonstrate a few here.

The first uses random coefficients

f_rando <- function(x_node, y_node, w_node){
 matrix(runif(ncol(x_node)), ncol=1) 
}

The second derives coefficients from principal component analysis

f_pca <- function(x_node, y_node, w_node) { 
 
 # estimate two principal components.
 pca <- stats::prcomp(x_node, rank. = 2)
 # use the second principal component to split the node
 pca$rotation[, 1L, drop = FALSE]
 
}

The third uses ranger() inside of orsf(). This approach is very similar to a method known as reinforcement learning trees (see the RLT package), although our method of “muting” is very crude compared to the method proposed by Zhu et al.

f_rlt <- function(x_node, y_node, w_node){
 
 colnames(y_node) <- c('time', 'status')
 colnames(x_node) <- paste("x", seq(ncol(x_node)), sep = '')
 
 data <- as.data.frame(cbind(y_node, x_node))
 
 if(nrow(data) <= 10) 
  return(matrix(runif(ncol(x_node)), ncol = 1))
 
 fit <- ranger::ranger(data = data, 
                       formula = Surv(time, status) ~ ., 
                       num.trees = 25, 
                       num.threads = 1,
                       min.node.size = 5,
                       importance = 'permutation')
 
 out <- sort(fit$variable.importance, decreasing = TRUE)
 
 # "mute" the least two important variables
 n_vars <- length(out)
 if(n_vars > 4){
   out[c(n_vars, n_vars-1)] <- 0
 }
 
 # ensure out has same variable order as input
 out <- out[colnames(x_node)]
 
 # protect yourself
 out[is.na(out)] <- 0
 
 matrix(out, ncol = 1)
 
}

We can plug these functions into orsf_control_custom(), and then pass the result into orsf():

fit_rando <- orsf(pbc_orsf,
                  Surv(time, status) ~ . - id,
                  control = orsf_control_survival(method = f_rando),
                  tree_seeds = 329)

fit_pca <- orsf(pbc_orsf,
                Surv(time, status) ~ . - id,
                control = orsf_control_survival(method = f_pca),
                tree_seeds = 329)

fit_rlt <- orsf(pbc_orsf, time + status ~ . - id, 
                control = orsf_control_survival(method = f_rlt),
                tree_seeds = 329)

So which fit seems to work best in this example? Let’s find out by evaluating the out-of-bag survival predictions.

risk_preds <- list(
 accel = fit_accel$pred_oobag,
 cph   = fit_cph$pred_oobag,
 net   = fit_net$pred_oobag,
 rando = fit_rando$pred_oobag,
 pca   = fit_pca$pred_oobag,
 rlt   = fit_rlt$pred_oobag
)

sc <- Score(object = risk_preds, 
            formula = Surv(time, status) ~ 1, 
            data = pbc_orsf, 
            summary = 'IPA',
            times = fit_accel$pred_horizon)

The AUC values, from highest to lowest:

sc$AUC$score[order(-AUC)]

##     model times       AUC         se     lower     upper
##    <fctr> <num>     <num>      <num>     <num>     <num>
## 1:    net  1788 0.9151649 0.02025057 0.8754745 0.9548553
## 2:    rlt  1788 0.9119200 0.02090107 0.8709547 0.9528854
## 3:  accel  1788 0.9095628 0.02143250 0.8675558 0.9515697
## 4:    cph  1788 0.9095628 0.02143250 0.8675558 0.9515697
## 5:  rando  1788 0.9062197 0.02148854 0.8641029 0.9483365
## 6:    pca  1788 0.8999479 0.02226683 0.8563057 0.9435901

And the indices of prediction accuracy:

sc$Brier$score[order(-IPA), .(model, times, IPA)]

##         model times       IPA
##        <fctr> <num>     <num>
## 1:        net  1788 0.4905777
## 2:      accel  1788 0.4806649
## 3:        cph  1788 0.4806649
## 4:        rlt  1788 0.4675228
## 5:        pca  1788 0.4383995
## 6:      rando  1788 0.4302814
## 7: Null model  1788 0.0000000

From inspection,

net, accel, and rlt have high discrimination and index of prediction accuracy.
rando and pca do less well, but they aren’t bad.

Oblique random forest control

Description

Usage

Arguments

Details

Value

Examples

Accelerated linear combinations

Linear combinations with Cox regression

Linear combinations with penalized cox regression

Linear combinations with your own function

See Also