predict.ranger.forest {ranger} | R Documentation |
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 |
data |
New test data of class |
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 |
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 |
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. doi: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. https://jmlr.org/papers/v15/wager14a.html.