Ranger prediction

Prediction with new data and a saved forest from Ranger.

Usage

# S3 method for class 'ranger.forest'
predict(
  object,
  data,
  predict.all = FALSE,
  num.trees = object$num.trees,
  type = "response",
  se.method = "infjack",
  seed = NULL,
  num.threads = NULL,
  verbose = TRUE,
  inbag.counts = NULL,
  ...
)

Arguments

object: Ranger ranger.forest object.
data: New test data of class data.frame or gwaa.data (GenABEL).
predict.all: Return individual predictions for each tree instead of aggregated predictions for all trees. Return a matrix (sample x tree) for classification and regression, a 3d array for probability estimation (sample x class x tree) and survival (sample x time x tree).
num.trees: Number of trees used for prediction. The first num.trees in the forest are used.
type: Type of prediction. One of 'response', 'se', 'terminalNodes', 'quantiles' with default 'response'. See below for details.
se.method: Method to compute standard errors. One of 'jack', 'infjack' with default 'infjack'. Only applicable if type = 'se'. See below for details.
seed: Random seed. Default is NULL, which generates the seed from R. Set to 0 to ignore the R seed. The seed is used in case of ties in classification mode.
num.threads: Number of threads. Use 0 for all available cores. Default is 2 if not set by options/environment variables (see below).
verbose: Verbose output on or off.
inbag.counts: Number of times the observations are in-bag in the trees.
...: further arguments passed to or from other methods.

Value

Object of class ranger.prediction with elements

`predictions`	Predicted classes/values (only for classification and regression)
`unique.death.times`	Unique death times (only for survival).
`chf`	Estimated cumulative hazard function for each sample (only for survival).
`survival`	Estimated survival function for each sample (only for survival).
`num.trees`	Number of trees.
`num.independent.variables`	Number of independent variables.
`treetype`	Type of forest/tree. Classification, regression or survival.
`num.samples`	Number of samples.

Details

For type = 'response' (the default), the predicted classes (classification), predicted numeric values (regression), predicted probabilities (probability estimation) or survival probabilities (survival) are returned. For type = 'se', the standard error of the predictions are returned (regression only). The jackknife-after-bootstrap or infinitesimal jackknife for bagging is used to estimate the standard errors based on out-of-bag predictions. See Wager et al. (2014) for details. For type = 'terminalNodes', the IDs of the terminal node in each tree for each observation in the given dataset are returned.

If type = 'se' is selected, the method to estimate the variances can be chosen with se.method. Set se.method = 'jack' for jackknife after bootstrap and se.method = 'infjack' for the infinitesimal jackknife for bagging.

For classification and predict.all = TRUE, a factor levels are returned as numerics. To retrieve the corresponding factor levels, use rf$forest$levels, if rf is the ranger object.

By default, ranger uses 2 threads. The default can be changed with: (1) num.threads in ranger/predict call, (2) environment variable R_RANGER_NUM_THREADS, (3) options(ranger.num.threads = N), (4) options(Ncpus = N), with precedence in that order.

References

Wright, M. N. & Ziegler, A. (2017). ranger: A Fast Implementation of Random Forests for High Dimensional Data in C++ and R. J Stat Softw 77:1-17. doi:10.18637/jss.v077.i01 .
Wager, S., Hastie T., & Efron, B. (2014). Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife. J Mach Learn Res 15:1625-1651. https://jmlr.org/papers/v15/wager14a.html.

Author