Survival Oblique Random Survival Forest Learner
mlr_learners_surv.obliqueRSF.Rd
Oblique random forest.
Calls obliqueRSF::ORSF()
from obliqueRSF.
Note that obliqueRSF
has been superseded by aorsf.
We highly recommend you use aorsf to fit oblique random survival forests: see https://github.com/bcjaeger/aorsf or install from CRAN with install.packages('aorsf').
Dictionary
This Learner can be instantiated via the dictionary mlr_learners or with the associated sugar function lrn()
:
Meta Information
Task type: “surv”
Predict Types: “crank”, “distr”
Feature Types: “integer”, “numeric”, “factor”, “ordered”
Required Packages: mlr3, mlr3proba, mlr3extralearners, obliqueRSF, pracma
Parameters
Id | Type | Default | Levels | Range |
alpha | numeric | 0.5 | \((-\infty, \infty)\) | |
ntree | integer | 100 | \([1, \infty)\) | |
eval_times | untyped | - | - | |
min_events_to_split_node | integer | 5 | \([1, \infty)\) | |
min_obs_to_split_node | integer | 10 | \([1, \infty)\) | |
min_obs_in_leaf_node | integer | 5 | \([1, \infty)\) | |
min_events_in_leaf_node | integer | 1 | \([1, \infty)\) | |
nsplit | integer | 25 | \([1, \infty)\) | |
gamma | numeric | 0.5 | \([1e-16, \infty)\) | |
max_pval_to_split_node | numeric | 0.5 | \([0, 1]\) | |
mtry | integer | - | \([1, \infty)\) | |
mtry_ratio | numeric | - | \([0, 1]\) | |
dfmax | integer | - | \([1, \infty)\) | |
use.cv | logical | FALSE | TRUE, FALSE | - |
verbose | logical | TRUE | TRUE, FALSE | - |
compute_oob_predictions | logical | FALSE | TRUE, FALSE | - |
random_seed | integer | - | \((-\infty, \infty)\) |
Custom mlr3 parameters
mtry
:This hyperparameter can alternatively be set via the added hyperparameter
mtry_ratio
asmtry = max(ceiling(mtry_ratio * n_features), 1)
. Note thatmtry
andmtry_ratio
are mutually exclusive.
References
Jaeger BC, Long DL, Long DM, Sims M, Szychowski JM, Min Y, Mcclure LA, Howard G, Simon N (2019). “Oblique random survival forests.” The Annals of Applied Statistics, 13(3). doi:10.1214/19-aoas1261 .
See also
as.data.table(mlr_learners)
for a table of available Learners in the running session (depending on the loaded packages).Chapter in the mlr3book: https://mlr3book.mlr-org.com/basics.html#learners
mlr3learners for a selection of recommended learners.
mlr3cluster for unsupervised clustering learners.
mlr3pipelines to combine learners with pre- and postprocessing steps.
mlr3tuning for tuning of hyperparameters, mlr3tuningspaces for established default tuning spaces.
Super classes
mlr3::Learner
-> mlr3proba::LearnerSurv
-> LearnerSurvObliqueRSF
Methods
Method oob_error()
Integrated brier score OOB error extracted from the model slot oob_error
.
Concordance is also available.
Examples
learner = mlr3::lrn("surv.obliqueRSF")
print(learner)
#> <LearnerSurvObliqueRSF:surv.obliqueRSF>: Oblique Random Forest
#> * Model: -
#> * Parameters: verbose=FALSE
#> * Packages: mlr3, mlr3proba, mlr3extralearners, obliqueRSF, pracma
#> * Predict Types: [crank], distr
#> * Feature Types: integer, numeric, factor, ordered
#> * Properties: missings, oob_error
# available parameters:
learner$param_set$ids()
#> [1] "alpha" "ntree"
#> [3] "eval_times" "min_events_to_split_node"
#> [5] "min_obs_to_split_node" "min_obs_in_leaf_node"
#> [7] "min_events_in_leaf_node" "nsplit"
#> [9] "gamma" "max_pval_to_split_node"
#> [11] "mtry" "mtry_ratio"
#> [13] "dfmax" "use.cv"
#> [15] "verbose" "compute_oob_predictions"
#> [17] "random_seed"