train and method specific methods
varImp(object, ...)
"varImp"(object, ...)
"varImp"(object, ...)
"varImp"(object, ...)
"varImp"(object, weights = c(0.5, 0.5), ...)
"varImp"(object, cuts = NULL, ...)
"varImp"(object, ...)
"varImp"(object, lambda = NULL, ...)
"varImp"(object, ...)
"varImp"(object, ...)
"varImp"(object, ...)
"varImp"(object, ...)
"varImp"(object, ...)
"varImp"(object, surrogates = FALSE, competes = TRUE, ...)
"varImp"(object, ...)
"varImp"(object, numTrees = NULL, ...)
"varImp"(object, ...)
"varImp"(object, ...)
"varImp"(object, threshold, data, ...)
"varImp"(object, ...)
"varImp"(object, estimate = NULL, ...)
"varImp"(object, value = "gcv", ...)
"varImp"(object, ...)
"varImp"(object, ...)
"varImp"(object, value = "gcv", ...)
"varImp"(object, ...)
"varImp"(object, useModel = TRUE, nonpara = TRUE, scale = TRUE, ...)
"varImp"(object, useModel = TRUE, nonpara = TRUE, scale = TRUE, ...)partDSA
only)pamr models only)pamr models only)mvrValgcv, nsubsets, or rssuseModel = FALSE and only passed to filterVarImp).varImp methodsc("varImp.train", "data.frame") for
varImp.train or a matrix for other models.
varImp methods, see
filerVarImp.Otherwise:
Linear Models: the absolute value of the t--statistic for each model parameter is used.
glmboost and glmnet: the absolute value of the coefficients
corresponding the the tuned model are used.
Random Forest: varImp.randomForest and
varImp.RandomForest are wrappers around the importance functions from
the randomForest and party packages, respectively.
Partial Least Squares: the variable importance measure here is based on weighted sums of the absolute regression coefficients. The weights are a function of the reduction of the sums of squares across the number of PLS components and are computed separately for each outcome. Therefore, the contribution of the coefficients are weighted proportionally to the reduction in the sums of squares.
Recursive Partitioning: The reduction in the loss function (e.g. mean
squared error) attributed to each variable at each split is tabulated and
the sum is returned. Also, since there may be candidate variables that are
important but are not used in a split, the top competing variables are also
tabulated at each split. This can be turned off using the maxcompete
argument in rpart.control. This method does not currently provide
class--specific measures of importance when the response is a factor.
Bagged Trees: The same methodology as a single tree is applied to all bootstrapped trees and the total importance is returned
Boosted Trees: varImp.gbm is a wrapper around the function
from that package (see the gbm package vignette)
Multivariate Adaptive Regression Splines: MARS models include a
backwards elimination feature selection routine that looks at reductions in
the generalized cross-validation (GCV) estimate of error. The varImp
function tracks the changes in model statistics, such as the GCV, for each
predictor and accumulates the reduction in the statistic when each
predictor's feature is added to the model. This total reduction is used as
the variable importance measure. If a predictor was never used in any of the
MARS basis functions in the final model (after pruning), it has an
importance value of zero. Prior to June 2008, the package used an internal
function for these calculations. Currently, the varImp is a wrapper
to the evimp function in the earth package.
There are three statistics that can be used to estimate variable importance
in MARS models. Using varImp(object, value = "gcv") tracks the
reduction in the generalized cross-validation statistic as terms are added.
However, there are some cases when terms are retained in the model that
result in an increase in GCV. Negative variable importance values for MARS
are set to zero. Alternatively, using varImp(object, value = "rss")
monitors the change in the residual sums of squares (RSS) as terms are
added, which will never be negative. Also, the option varImp(object,
value =" nsubsets"), which counts the number of subsets where the variable
is used (in the final, pruned model).
Nearest shrunken centroids: The difference between the class
centroids and the overall centroid is used to measure the variable influence
(see pamr.predict). The larger the difference between the class
centroid and the overall center of the data, the larger the separation
between the classes. The training set predictions must be supplied when an
object of class pamrtrained is given to varImp.
Cubist: The Cubist output contains variable usage statistics. It
gives the percentage of times where each variable was used in a condition
and/or a linear model. Note that this output will probably be inconsistent
with the rules shown in the output from
summary.cubist. At each split of the tree, Cubist
saves a linear model (after feature selection) that is allowed to have terms
for each variable used in the current split or any split above it. Quinlan
(1992) discusses a smoothing algorithm where each model prediction is a
linear combination of the parent and child model along the tree. As such,
the final prediction is a function of all the linear models from the initial
node to the terminal node. The percentages shown in the Cubist output
reflects all the models involved in prediction (as opposed to the terminal
models shown in the output). The variable importance used here is a linear
combination of the usage in the rule conditions and the model.
PART and JRip: For these rule-based models, the importance for a predictor is simply the number of rules that involve the predictor.
C5.0: C5.0 measures predictor importance by determining the
percentage of training set samples that fall into all the terminal nodes
after the split. For example, the predictor in the first split automatically
has an importance measurement of 100 percent since all samples are affected
by this split. Other predictors may be used frequently in splits, but if the
terminal nodes cover only a handful of training set samples, the importance
scores may be close to zero. The same strategy is applied to rule-based
models and boosted versions of the model. The underlying function can also
return the number of times each predictor was involved in a split by using
the option metric = "usage".
Neural Networks: The method used here is based on Gevrey et al (2003), which uses combinations of the absolute values of the weights. For classification models, the class-specific importances will be the same.
Recursive Feature Elimination: Variable importance is computed using the ranking method used for feature selection. For the final subset size, the importances for the models across all resamples are averaged to compute an overall value.
Feature Selection via Univariate Filters, the percentage of resamples that a predictor was selected is determined. In other words, an importance of 0.50 means that the predictor survived the filter in half of the resamples.
Quinlan, J. (1992). Learning with continuous classes. Proceedings of the 5th Australian Joint Conference On Artificial Intelligence, 343-348.