grf (version 2.3.2)

predict.probability_forest: Predict with a probability forest

Description

Gets estimates of P[Y = k | X = x] using a trained forest.

Usage

# S3 method for probability_forest
predict(
  object,
  newdata = NULL,
  num.threads = NULL,
  estimate.variance = FALSE,
  ...
)

Value

A list with attributes `predictions`: a matrix of predictions for each class, and optionally the attribute `variance.estimates`: a matrix of variance estimates for each class.

Arguments

object

The trained forest.

newdata

Points at which predictions should be made. If NULL, makes out-of-bag predictions on the training set instead (i.e., provides predictions at Xi using only trees that did not use the i-th training example). Note that this matrix should have the number of columns as the training matrix, and that the columns must appear in the same order.

num.threads

Number of threads used in training. If set to NULL, the software automatically selects an appropriate amount.

estimate.variance

Whether variance estimates for P[Y = k | X] are desired (for confidence intervals).

...

Additional arguments (currently ignored).

Examples

# \donttest{
# Train a probability forest.
p <- 5
n <- 2000
X <- matrix(rnorm(n*p), n, p)
prob <- 1 / (1 + exp(-X[, 1] - X[, 2]))
Y <- as.factor(rbinom(n, 1, prob))
p.forest <- probability_forest(X, Y)

# Predict using the forest.
X.test <- matrix(0, 10, p)
X.test[, 1] <- seq(-1.5, 1.5, length.out = 10)
p.hat <- predict(p.forest, X.test, estimate.variance = TRUE)

# Plot the estimated success probabilities with 95 % confidence bands.
prob.test <- 1 / (1 + exp(-X.test[, 1] - X.test[, 2]))
p.true <- cbind(`0` = 1 - prob.test, `1` = prob.test)
plot(X.test[, 1], p.true[, "1"], col = 'red', ylim = c(0, 1))
points(X.test[, 1], p.hat$predictions[, "1"], pch = 16)
lines(X.test[, 1], (p.hat$predictions + 2 * sqrt(p.hat$variance.estimates))[, "1"])
lines(X.test[, 1], (p.hat$predictions - 2 * sqrt(p.hat$variance.estimates))[, "1"])

# Predict on out-of-bag training samples.
p.hat <- predict(p.forest)
# }