gamRF function

Random forest fit to residuals from GAM model

Fit model using gam() from mgcv, then use random forest regression with residuals. Check perfomance of this hybrid model for predictions to newdata, if supplied.

gamRF(formlist, yvar, data, newdata = NULL, rfVars, method = "GCV.Cp", 
    printit = TRUE, seed = NULL)

Arguments

• formlist: List of rght hand sides of formulae for GAM models.
• yvar: Character string holding y-variable name.
• data: Data
• newdata: Optionally, supply test data.
• rfVars: Names of explanatory variables for the randomForest model.
• method: Smoothing parameter estimation method for use of gam(). See gam.
• printit: Should a summary of results (error rates) be printed?
• seed: Set a seed to make result repeatable.

Returns

A vector of test data accuracies for the hybrid models (one for each element of formlist), plus test error mean square and OOB error mean square for the use of randomForest().

References

J. Li, A. D. Heap, A. Potter and J. J. Daniell. 2011. Application of Machine Learning Methods to Spatial Interpolation of Environmental Variables. Environmental Modelling and Software 26: 1647-1656. DOI: 10.1016/j.envsoft.2011.07.004.

Author(s)

John Maindonald john.maindonald@anu.edu.au

Note

The best results are typically obtained when a relatively low degree of freedom GAM model is used. It seems advisable to use those variables for the GAM fit that seem likely to be similar in their effect irrespective of geographic location.

See Also

CVgam

Examples

if(length(find.package("sp", quiet=TRUE))>0){
data("meuse", package="sp")
meuse <- within(meuse, {levels(soil) <- c("1","2","2")
                        ffreq <- as.numeric(ffreq)
                        loglead <- log(lead)}
)
form <- ~ dist + elev + ffreq + soil
rfVars <- c("dist", "elev", "soil", "ffreq", "x", "y")
## Select 90 out of 155 rows
sub <- sample(1:nrow(meuse), 90)
meuseOut <- meuse[-sub,]
meuseIn <- meuse[sub,]
gamRF(formlist=list("lm"=form), yvar="loglead", rfVars=rfVars,
                    data=meuseIn, newdata=meuseOut)
}

## The function is currently defined as
function (formlist, yvar, data, newdata = NULL, rfVars, method = "GCV.Cp", 
    printit = TRUE, seed = NULL) 
{   if(!is.null(seed))set.seed(seed)
    errRate <- numeric(length(formlist)+2)
    names(errRate) <- c(names(formlist), "rfTest", "rfOOB")
    ytrain <- data[, yvar]
    xtrain <- data[, rfVars]
    xtest <- newdata[, rfVars]
    ytest = newdata[, yvar]
    res.rf <- randomForest(x = xtrain, y = ytrain, 
                           xtest=xtest, 
                           ytest=ytest)
    errRate["rfOOB"] <- mean(res.rf$mse)
    errRate["rfTest"] <- mean(res.rf$test$mse)    
    GAMhat <- numeric(nrow(data))
    for(nam in names(formlist)){
      form <- as.formula(paste(c(yvar, paste(formlist[[nam]])), collapse=" "))
      train.gam <- gam(form, data = data, method = method)
      res <- resid(train.gam)
      cvGAMms <- sum(res^2)/length(res)
      if (!all(rfVars %in% names(newdata))) {
        missNam <- rfVars[!(rfVars %in% names(newdata))]
        stop(paste("The following were not found in 'newdata':", 
                   paste(missNam, collapse = ", ")))
      }
      GAMtesthat <- predict(train.gam, newdata = newdata)
      GAMtestres <- ytest - GAMtesthat
      Gres.rf <- randomForest(x = xtrain, y = res, xtest = xtest, 
                              ytest = GAMtestres)
      errRate[nam] <- mean(Gres.rf$test$mse)
    }
    if (printit) 
        print(round(errRate, 4))
    invisible(errRate)
}