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# Random forest are random...indeed | |
# http://stats.stackexchange.com/questions/35609/why-do-i-need-bag-composition-to-calculate-oob-error-of-combined-random-forest-m | |
# https://github.com/mlist/IB2014/blob/master/helper_methods.R | |
# Random Forest combine: http://www.inside-r.org/packages/cran/randomForest/docs/combine | |
# | |
# This has implications on parallel random forests using snow, doSNOW, doParallel etc. | |
# | |
# err.rate : NULL | |
# err.rate : NULL | |
# OOB : NULL | |
# Tobias Kind (2015) | |
getConfusionMatrix <- function(rf) { | |
tbl = table(predict(rf), rf$y) | |
class.error = vector() | |
for (i in 1:nrow(tbl)) { | |
rowSum = sum(tbl[i,]) | |
accurate = diag(tbl)[i] | |
error = rowSum - accurate | |
class.error[i] = error / rowSum | |
} | |
return(cbind(tbl, class.error)) | |
} | |
set.seed(123) | |
library(randomForest) | |
rf1 <- randomForest(Species ~ ., iris, ntree=50, norm.votes=FALSE) | |
rf2 <- randomForest(Species ~ ., iris, ntree=50, norm.votes=FALSE) | |
rf3 <- randomForest(Species ~ ., iris, ntree=50, norm.votes=FALSE) | |
rf4 <- randomForest(Species ~ ., iris, ntree=50, norm.votes=FALSE) | |
rf1;rf2;rf3;rf4 | |
rf.all <- combine(rf1, rf2, rf3, rf4) | |
rf.all | |
#--- | |
rf1$confusion = getConfusionMatrix(rf1) | |
rf1$confusion | |
rf2$confusion = getConfusionMatrix(rf2) | |
rf2$confusion | |
rf3$confusion = getConfusionMatrix(rf3) | |
rf3$confusion | |
rf4$confusion = getConfusionMatrix(rf4) | |
rf4$confusion | |
# same as | |
conf <- rf4$confusion; conf | |
# does not work (NULL) | |
conf <- rf.all$confusion; conf | |
# works | |
rf.all$confusion = getConfusionMatrix(rf.all) | |
rf.all$confusion | |
predict(rf.all, type='prob') | |
par(mfrow=c(4,2)) | |
plot(rf1); plot(rf2); plot(rf3);plot(rf4); | |
varImpPlot(rf1); varImpPlot(rf2); varImpPlot(rf3); varImpPlot(rf4); | |
# str(rf1) # OOB and err.rate exist // List of 19 | |
# str(rf.all) # OOB and err.rate do not exist // List of 18 | |
# rf.all error rate can not be plotted, unless error rates are combined | |
# plot(rf.all) | |
# END |
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