R: Random Forests for Survival, Regression, and Classification...

randomForestSRC-package {randomForestSRC} | R Documentation

## Random Forests for Survival, Regression, and Classification (RF-SRC)

### Description

Fast OpenMP parallel processing unified treatment of Breiman's random forests (Breiman 2001) for a variety of data settings. Regression and classification forests are grown when the response is numeric or categorical (factor), while survival and competing risk forests (Ishwaran et al. 2008, 2012) are grown for right-censored survival data. Multivariate regression and classification responses as well as mixed outcomes (regression/classification responses) are also handled. Also includes unsupervised forests and quantile regression forests, `quantileReg`. Different splitting rules invoked under deterministic or random splitting are available for all families. Variable predictiveness can be assessed using variable importance (VIMP) measures for single, as well as grouped variables. Missing data (for x-variables and y-outcomes) can be imputed on both training and test data. The underlying code is based on Ishwaran and Kogalur's now retired randomSurvivalForest package (Ishwaran and Kogalur 2007), and has been significantly refactored for improved computational speed.

### Package Overview

This package contains many useful functions and users should read the help file in its entirety for details. However, we briefly mention several key functions that may make it easier to navigate and understand the layout of the package.

1. `rfsrc`

   This is the main entry point to the package. It grows a random forest using user supplied training data. We refer to the resulting object as a RF-SRC grow object. Formally, the resulting object has class `(rfsrc, grow)`.

2. `rfsrcFast`

   A fast implementation of `rfsrc` using subsampling.

3. `predict.rfsrc`, `predict`

   Used for prediction. Predicted values are obtained by dropping the user supplied test data down the grow forest. The resulting object has class `(rfsrc, predict)`.

4. `max.subtree`, `var.select`

   Used for variable selection. The function `max.subtree` extracts maximal subtree information from a RF-SRC object which is used for selecting variables by making use of minimal depth variable selection. The function `var.select` provides an extensive set of variable selection options and is a wrapper to `max.subtree`.

5. `impute.rfsrc`

   Fast imputation mode for RF-SRC. Both `rfsrc` and `predict.rfsrc` are capable of imputing missing data. However, for users whose only interest is imputing data, this function provides an efficient and fast interface for doing so.

6. `partial.rfsrc`

   Used to extract the partial effects of a variable or variables on the ensembles.

### Source Code, Beta Builds and Bug Reporting

1. Regular stable releases of this package are available on CRAN at cran.r-project.org/package=randomForestSRC

2. Interim unstable development builds with bug fixes and sometimes additional functionality are available at github.com/kogalur/randomForestSRC

3. Bugs may be reported via github.com/kogalur/randomForestSRC/issues/new. Please provide the accompanying information with any reports:

   1. `sessionInfo()`

   2. A minimal reproducible example consisting of the following items:

      - a minimal dataset, necessary to reproduce the error

      - the minimal runnable code necessary to reproduce the error, which can be run on the given dataset

      - the necessary information on the used packages, R version and system it is run on

      - in the case of random processes, a seed (set by `set.seed()`) for reproducibility

### OpenMP Parallel Processing – Installation

This package implements OpenMP shared-memory parallel programming if the target architecture and operating system support it. This is the default mode of execution.

Additional instructions for configuring OpenMP parallel processing are available at kogalur.github.io/randomForestSRC/building.html.

An understanding of resource utilization (CPU and RAM) is necessary when running the package using OpenMP and Open MPI parallel execution. Memory usage is greater when running with OpenMP enabled. Diligence should be used not to overtax the hardware available.

### Author(s)

Hemant Ishwaran and Udaya B. Kogalur

### References

Breiman L. (2001). Random forests, Machine Learning, 45:5-32.

Ishwaran H. and Kogalur U.B. (2007). Random survival forests for R, Rnews, 7(2):25-31.

Ishwaran H. (2007). Variable importance in binary regression trees and forests, Electronic J. Statist., 1:519-537.

Ishwaran H., Kogalur U.B., Blackstone E.H. and Lauer M.S. (2008). Random survival forests, Ann. App. Statist., 2:841-860.

Ishwaran H., Kogalur U.B., Gorodeski E.Z, Minn A.J. and Lauer M.S. (2010). High-dimensional variable selection for survival data. J. Amer. Statist. Assoc., 105:205-217.

Ishwaran H., Kogalur U.B., Chen X. and Minn A.J. (2011). Random survival forests for high-dimensional data. Stat. Anal. Data Mining, 4:115-132

Ishwaran H., Gerds T.A., Kogalur U.B., Moore R.D., Gange S.J. and Lau B.M. (2014). Random survival forests for competing risks. Biostatistics, 15(4):757-773.

Ishwaran H. and Malley J.D. (2014). Synthetic learning machines. BioData Mining, 7:28.

Ishwaran H. (2015). The effect of splitting on random forests. Machine Learning, 99:75-118.

Ishwaran H. and Lu M. (2018). Standard errors and confidence intervals for variable importance in random forest regression, classification, and survival. Statistics in Medicine (in press).

Mantero A. and Ishwaran H. (2017). Unsupervised random forests.

O'Brien R. and Ishwaran H. (2017). A random forests quantile classifier for class imbalanced data.

Tang F. and Ishwaran H. (2017). Random forest missing data algorithms. Statistical Analysis and Data Mining, 10, 363-377.

### See Also

`find.interaction`,

`impute`, `max.subtree`,

`plot.competing.risk`, `plot.rfsrc`, `plot.survival`, `plot.variable`, `predict.rfsrc`, `print.rfsrc`, `quantileReg`, `rfsrcFast`, `rfsrcSyn`,

`subsample`,

`stat.split`, `tune`, `var.select`, `vimp`

[Package randomForestSRC version 2.7.0 Index]