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2011 Jul 20
0
cforest - keep.forest = false option? (fwd)
> ---------- Forwarded message ----------
> Date: Mon, 18 Jul 2011 10:17:00 -0700 (PDT)
> From: KHOFF <kuphoff at gmail.com>
> To: r-help at r-project.org
> Subject: [R] cforest - keep.forest = false option?
>
> Hi,
>
> I'm very new to R. I am most interested in the variable importance
> measures
> that result from randomForest, but many of my predictors are
> highly
>...
2011 Jul 18
0
cforest - keep.forest = false option?
Hi,
I'm very new to R. I am most interested in the variable importance measures
that result from randomForest, but many of my predictors are highly
correlated. My first question is:
1. do highly correlated variables render variable importance measures in
randomForest invalid?
and 2. I know that cforest is robust to highly correlated variables,
however, I do not have enough space on my
2012 May 28
0
GLMNET AUC vs. MSE
Hello -
I am using glmnet to generate a model for multiple cohorts i. For each i, I
run 5 separate models, each with a different x variable. I want to compare
the fit statistic for each i and x combination.
When I use auc, the output is in some cases is < .5 (.49). In addition, if
I compare mean MSE (with upper and lower bounds) ... there is no difference
across my various x variables, but