Random Forest Notes -- for lecture 4/26/24 ------------------------------------------ > fullmodP$call glm(formula = Yv ~ ., family = binomial(link = "probit"), data = dfr2) > round(summary(fullmod)$coef[,1:3], 5) Estimate Std. Error z value (Intercept) -3.58665 0.17427 -20.58149 X1 1.32353 0.16504 8.01923 ** Mysterious why not important in trees ? X2 0.50019 0.11517 4.34318 X3 0.99929 0.28118 3.55391 X4 1.34232 0.14382 9.33358 *** X5 0.93741 0.15820 5.92550 X6 2.36205 0.24631 9.58983 *** X7 -0.00532 0.31620 -0.01682 X8 0.25574 0.15230 1.67916 ## Not very important by itself ?! X9 0.53758 0.05622 9.56197 X12 -1.26766 0.09390 -13.50006 ## This interaction did not come out in trees ?! X13 -1.51108 0.26704 -5.65868 X15 -0.89008 0.18778 -4.73992 X17 -0.74162 0.24136 -3.07272 X18 -0.17270 0.09176 -1.88207 X24 -1.28916 0.14604 -8.82724 X26 -0.98707 0.24867 -3.96943 X27 -0.80831 0.24810 -3.25804 X34 0.22732 0.25256 0.90006 X35 -0.82562 0.29958 -2.75597 X36 -0.50721 0.42691 -1.18809 X38 -1.36637 0.26516 -5.15291 X47 -0.07985 0.39491 -0.20220 X48 -1.23328 0.12913 -9.55072 ## May account for special X4, X8 role in trees X58 -0.48910 0.15714 -3.11263 X67 -0.97484 0.68593 -1.42120 X68 -0.97191 0.22241 -4.36993 X127 -1.60922 0.30989 -5.19284 X135 -1.50800 0.36257 -4.15913 X138 -1.39847 0.29224 -4.78540 ## Also helps account for importantce of X8 X358 0.18404 0.32845 0.56033 X1358 0.63533 0.34328 1.85076 ### SUCCESS OF MACHINE LEARNING METHODS OFTEN DEPENDS ON A VERY LOW DIMENSIONAL ### SUBMODEL DOING MOST OF THE PREDICTIVE WORK !!