Select important variables from a set of features based on RF-estimated variable importance
rfVarSelect(x, y, p = 0.2, print.plot = TRUE, verbose = TRUE)
Predictors
outcome
Float (0, 1): Fraction of variables in x to select. p * ncol(x)
. May help to set to a fraction twice
what you expect to be the true fraction of useful variables, to reduce false negatives at the expense of false
positives which can be dealt by an appropriate learning algorithm.