When calculating a randomForest regression, the object includes the R-squared as "% Var explained: ...".
library(randomForest)
library(doSNOW)
library(foreach)
library(ggplot2)
dat <- data.frame(ggplot2::diamonds[1:1000,1:7])
rf <- randomForest(formula = carat ~ ., data = dat, ntree = 500)
rf
# Call:
# randomForest(formula = carat ~ ., data = dat, ntree = 500)
# Type of random forest: regression
# Number of trees: 500
# No. of variables tried at each split: 2
#
# Mean of squared residuals: 0.001820046
# % Var explained: 95.22
However, when using a foreach loop to calculate and combine multiple randomForest objects, the R-squared values are not available, as it is noted in ?combine:
The
confusion,err.rate,mseandrsqcomponents (as well as the corresponding components in the test compnent, if exist) of the combined object will beNULL
cl <- makeCluster(8)
registerDoSNOW(cl)
rfPar <- foreach(ntree=rep(63,8),
.combine = combine,
.multicombine = T,
.packages = "randomForest") %dopar%
{
randomForest(formula = carat ~ ., data = dat, ntree = ntree)
}
stopCluster(cl)
rfPar
# Call:
# randomForest(formula = carat ~ ., data = dat, ntree = ntree)
# Type of random forest: regression
# Number of trees: 504
# No. of variables tried at each split: 2
Since it was not really answered in this question: Is it at all possible to calculate the R-squared (% Var explained) and Mean of squared residuals from an randomForest object afterwards?
(Critics of this parallelization might argue to use caret::train(... method = "parRF"), or others. However, this turns out to take forever. In fact, this might be useful for anybody who uses combine to merge randomForest objects...)