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(...)
Hold-out random forests with variable importance.
All arguments are passed to ranger()
(except importance
, case.weights
, replace
and holdout
.).
Marvin N. Wright
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 tools:::Rd_expr_doi("10.1007/s11634-016-0276-4").
ranger