Created
December 19, 2018 22:38
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missRanger returning OOB error
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function (data, maxiter = 10L, pmm.k = 0L, seed = NULL, verbose = 1, returnOOB = F, ...){ | |
if (verbose > 0) { | |
cat("\nMissing value imputation by chained tree ensembles\n") | |
} | |
stopifnot(is.data.frame(data), dim(data) >= 1L, is.numeric(maxiter), | |
length(maxiter) == 1L, maxiter >= 1L, is.numeric(pmm.k), | |
length(pmm.k) == 1L, pmm.k >= 0L, !(c("formula", "data", | |
"write.forest", "probability", "split.select.weights", | |
"dependent.variable.name", "classification") %in% | |
names(list(...)))) | |
if (!is.null(seed)) { | |
set.seed(seed) | |
} | |
allVars <- names(which(vapply(data, function(z) (is.factor(z) || | |
is.numeric(z)) && any(!is.na(z)), TRUE))) | |
if (verbose > 0 && length(allVars) < ncol(data)) { | |
cat("\n Variables ignored in imputation (wrong data type or all values missing: ") | |
cat(setdiff(names(data), allVars), sep = ", ") | |
} | |
stopifnot(length(allVars) > 1L) | |
data.na <- is.na(data[, allVars, drop = FALSE]) | |
count.seq <- sort(colMeans(data.na)) | |
visit.seq <- names(count.seq)[count.seq > 0] | |
if (!length(visit.seq)) { | |
return(data) | |
} | |
verboseDigits <- 4 | |
j <- 1L | |
predError <- rep(1, length(visit.seq)) | |
names(predError) <- visit.seq | |
crit <- TRUE | |
completed <- setdiff(allVars, visit.seq) | |
if (verbose >= 2) { | |
cat("\n", abbreviate(visit.seq, minlength = verboseDigits + | |
2), sep = "\t") | |
} | |
while (crit && j <= maxiter) { | |
if (verbose > 0) { | |
cat("\niter ", j, ":\t", sep = "") | |
} | |
data.last <- data | |
predErrorLast <- predError | |
for (v in visit.seq) { | |
v.na <- data.na[, v] | |
if (length(completed) == 0L) { | |
data[[v]] <- imputeUnivariate(data[[v]]) | |
} | |
else { | |
fit <- ranger(formula = reformulate(completed, | |
response = v), data = data[!v.na, union(v, | |
completed)], ...) | |
pred <- predict(fit, data[v.na, allVars])$predictions | |
data[v.na, v] <- if (pmm.k) | |
pmm(xtrain = fit$predictions, xtest = pred, | |
ytrain = data[[v]][!v.na], k = pmm.k) | |
else pred | |
predError[[v]] <- fit$prediction.error/(if (fit$treetype == | |
"Regression") | |
var(data[[v]][!v.na]) | |
else 1) | |
if (is.nan(predError[[v]])) { | |
predError[[v]] <- 0 | |
} | |
} | |
completed <- union(completed, v) | |
if (verbose == 1) { | |
cat(".") | |
} | |
else if (verbose >= 2) { | |
cat(format(round(predError[[v]], verboseDigits), | |
nsmall = verboseDigits), "\t") | |
} | |
} | |
j <- j + 1L | |
crit <- mean(predError) < mean(predErrorLast) | |
} | |
if (verbose > 0) { | |
cat("\n") | |
} | |
if (j == 2L || (j == maxiter && crit)){ | |
if(returnOOB) {list(ximp = data, oob = predError)} else {data} | |
} else { | |
if(returnOOB) {list(ximp = data.last, oob = predError)} else {data.last} | |
} | |
} |
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