Grow two random forests on two cross-validation folds. Instead of out-of-bag data, the other fold is used to compute permutation importance. Related to the novel permutation variable importance by Janitza et al. (2015).
holdoutRF(...)
All arguments are passed to ranger()
(except importance
, case.weights
, replace
and holdout
.).
Hold-out random forests with variable importance.
Janitza, S., Celik, E. & Boulesteix, A.-L., (2015). A computationally fast variable importance test for random forests for high-dimensional data. Adv Data Anal Classif https://doi.org/10.1007/s11634-016-0276-4.