Variable selection with Surrogate Minimal Depth (SMD)

Variable selection with Surrogate Minimal Depth (SMD)

Usage

SurrogateMinimalDepth(RFS)

Arguments

RFS

A RandomForestSurrogates() object.

Value

A SurrogateMinimalDepth S3 list object:

• RFS: The original RandomForestSurrogates() object.

• selected: A character vector of the selected variable names.

• depth: A numeric vector of the surrogate minimal depth for each variable.

• threshold: The depth threshold used to select variables.

• surrogates:

  • average: Total average number of surrogate variables.

  • layer: Average number of surrogate variables by layer (Named num [1:1000]).

References

• Seifert, S. et al. (2019) Surrogate minimal depth as an importance measure for variables in random forests. Bioinformatics, 35, 3663–3671. https://academic.oup.com/bioinformatics/article/35/19/3663/5368013

• Ishwaran, H. et al. (2011) Random survival forests for high-dimensional data. Stat Anal Data Min, 4, 115–132. https://onlinelibrary.wiley.com/doi/abs/10.1002/sam.10103

• Ishwaran, H. et al. (2010) High-Dimensional Variable Selection for Survival Data. J. Am. Stat. Assoc., 105, 205–217. http://www.ccs.miami.edu/~hishwaran/papers/IKGML.JASA.2010.pdf

Examples

# \donttest{
data("SMD_example_data")

res.smd <- SurrogateMinimalDepth(RandomForestSurrogates(
  x = SMD_example_data[, -1], y = SMD_example_data[, 1],
  num.trees = 10, s = 10, num.threads = 1
))
#> Warning: `seed` was not set. Your results may not be reproducible.
# }