我可以看到 R randomForest 包中回归任务的袋外错误吗？

Question

I'm using the randomForest package in R for prediction, and want to plot the out of bag (OOB) errors to see if I have enough trees, and to tune the mtry (number of variables at each split) variable. The package seems to automatically compute the OOB errors for classification tasks, but doesn't do so for regression tasks. Does anyone know if there is a way to look at the OOB errors for regressions tasks?

Answer 1

You can also look directly at the out of bag predictions:

data(airquality)
set.seed(131)
ozone.rf <- randomForest(Ozone ~ ., data=airquality, mtry=3,
                         importance=TRUE, na.action=na.omit)
ozone.rf$predicted

Answer 2

As said in the comments the mse object is computed OOB. See page 20 in https:\/\/datajobs.com\/data-science-repo\/Random-Forest-%5bLiaw-and-Weiner%5d.pdf<\/a> Hence, the mse object is already an estimate of the OOB mean squared error.

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