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Jun 19th, 2019
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  1. library(randomForest)
  2. library(ggplot2)
  3. library(randomForestExplainer)
  4.  
  5. n <- 100
  6. p <- 4
  7.  
  8. # Create data:
  9. xrandom <- matrix(rnorm(n*p)+5, nrow=n)
  10. colnames(xrandom)<- paste0("x",2:5)
  11. d <- data.frame(xrandom)
  12. d$x1 <- factor(sample(1:2, n, replace=T))
  13.  
  14. # Equation:
  15. y <- d$x2 + rnorm(n)/5
  16.  
  17. y[d$x1==1] <- y[d$x1==1]+5
  18. d$y <- y
  19.  
  20. # Random Forest:
  21. fr <- randomForest(y ~ ., data=d,localImp=T)
  22.  
  23. # Random Forest Explainer:
  24. interactions_frame <- min_depth_interactions(fr, names(d)[-6])
  25. head(interactions_frame, 2)
  26.  
  27. variable root_variable mean_min_depth occurrences interaction
  28. 1 x1 x1 4.670732 0 x1:x1
  29. 2 x1 x2 2.606190 221 x2:x1
  30. uncond_mean_min_depth
  31. 1 1.703252
  32. 2 1.703252
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