Love the speed of the ranger package for random forest model creation, but can't see how to tune mtry or number of trees. I realize I can do this via caret's train() syntax, but I prefer the speed increase that comes from using pure ranger.
Here's my example of basic model creation using ranger (which works great):
library(ranger)
data(iris)
fit.rf = ranger(
Species ~ .,
training_data = iris,
num.trees = 200
)
print(fit.rf)
Looking at the official documentation for tuning options, it seems like the csrf() function may provide the ability to tune hyper-parameters, but I can't get the syntax right:
library(ranger)
data(iris)
fit.rf.tune = csrf(
Species ~ .,
training_data = iris,
params1 = list(num.trees = 25, mtry=4),
params2 = list(num.trees = 50, mtry=4)
)
print(fit.rf.tune)
Results in:
Error in ranger(Species ~ ., training_data = iris, num.trees = 200) :
unused argument (training_data = iris)
And I'd prefer to tune with the regular (read: non-csrf) rf algorithm ranger provides. Any idea as to a hyper-parameter tuning solution for either path in ranger? Thank you!
To answer my (unclear) question, apparently ranger has no built-in CV/GridSearch functionality. However, here's how you do hyper-parameter tuning with ranger (via a grid search) outside of caret. Thanks goes to Marvin Wright (the maintainer of ranger) for the code. Turns out caret CV with ranger was slow for me because I was using the formula interface (which should be avoided).
ptm <- proc.time()
library(ranger)
library(mlr)
# Define task and learner
task <- makeClassifTask(id = "iris",
data = iris,
target = "Species")
learner <- makeLearner("classif.ranger")
# Choose resampling strategy and define grid
rdesc <- makeResampleDesc("CV", iters = 5)
ps <- makeParamSet(makeIntegerParam("mtry", 3, 4),
makeDiscreteParam("num.trees", 200))
# Tune
res = tuneParams(learner, task, rdesc, par.set = ps,
control = makeTuneControlGrid())
# Train on entire dataset (using best hyperparameters)
lrn = setHyperPars(makeLearner("classif.ranger"), par.vals = res$x)
m = train(lrn, iris.task)
print(m)
print(proc.time() - ptm) # ~6 seconds
For the curious, the caret equivalent is
ptm <- proc.time()
library(caret)
data(iris)
grid <- expand.grid(mtry = c(3,4))
fitControl <- trainControl(method = "CV",
number = 5,
verboseIter = TRUE)
fit = train(
x = iris[ , names(iris) != 'Species'],
y = iris[ , names(iris) == 'Species'],
method = 'ranger',
num.trees = 200,
tuneGrid = grid,
trControl = fitControl
)
print(fit)
print(proc.time() - ptm) # ~2.4 seconds
Overall, caret is the fastest way to do a grid search with ranger if one uses the non-formula interface.