My apologies, subject corrected.
I'm building a RF 50 trees at a time due to memory limitations (I have
roughly .5 million observations and around 20 variables). I thought I
could combine some or all of my forests later and look at global
importance.
If I have say 2 forests : tree1 and tree2, they have similar Gini and
Raw importances and, additionally, are similar to one another. After
combining (using the combine command) the trees into one however, the
combined tree Raw importances have changed in rank order rather dramtically
(e.g. the top most important becomes least important. It is not
however a completely reversed ordering). In addtion, the scale of both the
Raw and Gini importances is orders of magnitude smaller for the combined
tree.
Note that the combined tree Gini importance looks roughly similar to
the individual tree Gini (and Raw) importance, at least in terms of rank
ordering.
I'm using the non-formula randomForest specification along with
norm.votes=FALSE to facilitate large sample estimation and tree
combining.
I'm using R 2.5.0 on a windows XP machine with 2 gig RAM. I'm also
using randomForest 4.5-18.
Any advice is appreciated,
Many thanks,
Joe
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