Re: [R] Random forests prediction

2012-05-14 Thread Liaw, Andy
That's not how RF works at all. The setting of mtry is irrelevant to this. Andy -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of matt Sent: Monday, May 14, 2012 10:22 AM To: r-help@r-project.org Subject: Re: [R] Random fo

Re: [R] Random forests prediction

2012-05-14 Thread matt
But shouldn't it be resolved when I set mtry to the maximum number of variables? Then the model explores all the variables for the next step, so it will still be able to find the better ones? And then in the later steps it could use the (less important) variables. Matthijs -- View this message i

Re: [R] Random forests prediction

2012-05-14 Thread Liaw, Andy
it seems to be worth repeating: Don't use the training set for evaluating models: that almost never make sense. Andy -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of matt Sent: Friday, May 11, 2012 3:43 PM To: r-help@r-proj

[R] Random forests prediction

2012-05-11 Thread matt
Hi all, I have a strange problem when applying RF in R. I have a set of variables with which I obtain an AUC of 0.67. I do have a second set of variables that have an AUC of 0.57. When I merge the first and second set of variables, the AUC becomes 0.64. I would expect the prediction to becom