R: Hold-out random forests

holdoutRF {ranger} | R Documentation

## Hold-out random forests

### Description

Grow two random forests on two cross-validation folds. Instead of out-of-bag data, the other fold is used to compute permutation importance. Related to the novel permutation variable importance by Janitza et al. (2015).

### Usage

    holdoutRF(...)

### Arguments

`...` | All arguments are passed to `ranger()` (except `importance`, `case.weights`, `replace` and `holdout`.).

### Value

Hold-out random forests with variable importance.

### Author(s)

Marvin N. Wright

### References

Janitza, S., Celik, E. & Boulesteix, A.-L., (2015). A computationally fast variable importance test for random forests for high-dimensional data. Adv Data Anal Classif http://dx.doi.org/10.1007/s11634-016-0276-4.

### See Also

`ranger`

[Package ranger version 0.7.0 Index]