1. VSURF: An R Package for Variable Selection Using Random Forests.
- Author
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Genuer, Robin, Poggi, Jean-Michel, and Tuleau-Malot, Christine
- Subjects
- *
PROGRAMMING languages , *REGRESSION analysis , *SUBSET selection - Abstract
This paper describes the R package VSURF. Based on random forests, and for both regression and classification problems, it returns two subsets of variables. The first is a subset of important variables including some redundancy which can be relevant for interpretation, and the second one is a smaller subset corresponding to a model trying to avoid redundancy focusing more closely on the prediction objective. The two-stage strategy is based on a preliminary ranking of the explanatory variables using the random forests permutation-based score of importance and proceeds using a stepwise forward strategy for variable introduction. The two proposals can be obtained automatically using data-driven default values, good enough to provide interesting results, but strategy can also be tuned by the user. The algorithm is illustrated on a simulated example and its applications to real datasets are presented. [ABSTRACT FROM AUTHOR]
- Published
- 2015
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