[R] question regarding "varImpPlot" results vs. model$importance data on package "RandomForest"

Allan Engelhardt allane at cybaea.com
Thu Jul 15 09:54:54 CEST 2010


Use the source, Luke. varImpPlot calls 
randomForest:::importance.randomForest (yeah, that is three colons) and 
reading about the scale= parameter in help("importance", 
package="randomForest") should enlighten you.  For the impatient, try

varImpPlot(mtcars.rf, scale=FALSE)


Hope this helps a little.

Allan

On 14/07/10 00:46, Mike Williamson wrote:
> Hi everyone,
>
>      I have another "Random Forest" package question:
>
>     - my (presumably incorrect) understanding of the varImpPlot is that it
>     should plot the "% increase in MSE" and "IncNodePurity" exactly as can be
>     found from the "importance" section of the model results.
>        - However, the plot does not, in fact, match the "importance" section
>        of the random forest model.
>
>      E.g., if you use the example given in the ?randomForest, you will see
> the plot showing the highest few "%IncMSE" values around 17 or 18%.  But if
> you look at the $importance, it is 9.7, 9.4, 7.7, and 7.3.  Perhaps more
> importantly, for the plot, it will show "wt" is highest %MSE, then "disp",
> then "cyl", then "hp"; whereas the $importance will show "wt", then "disp",
> then "hp", then "cyl".  And the ratios look somewhat different, too.
>      Here is the code for that example:
>
> set.seed(4543)
> data(mtcars)
> mtcars.rf<- randomForest(mpg ~ ., data=mtcars, ntree=1000,
> keep.forest=FALSE,
> importance=TRUE)
> varImpPlot(mtcars.rf)
>
>      I am using version 2.11.1 of 'R' and version 4.5-35 of Random Forest.
>
>      I don't really care or need for the varImpPlot to work just right.  But
> I am not sure which is accurate:  the varImpPlot or the $importance
> section.  Which should I trust more, especially when they disagree
> appreciably?
>
>                                               Thanks!
>                                                       Mike
>
>
>
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