Predict for Test Data with Known Outcomes

Utility wrapper function for computing out-of-sample metrics for a BART model when the test set outcomes are known.

Usage

bart_predict_for_test_data(
  bart_machine,
  Xtest,
  ytest,
  prob_rule_class = NULL,
  verbose = TRUE
)

Arguments

bart_machine

An object of class “bartMachine”.

Xtest

Data frame for test data containing rows at which predictions are to be made. Colnames should match that of the training data.

ytest

Actual outcomes for test data.

prob_rule_class

Threshold for classification.

verbose

If TRUE, prints prediction-related messages.

Value

For regression models, a list with the following components is returned:

y_hat

Predictions (as posterior means) for the test observations.

L1_err

L1 error for predictions.

L2_err

L2 error for predictions.

rmse

RMSE for predictions.

For classification models, a list with the following components is returned:

y_hat

Class predictions for the test observations.

p_hat

Probability estimates for the test observations.

confusion_matrix

A confusion matrix for the test observations.

See also

predict

Author

Adam Kapelner and Justin Bleich

Examples

if (FALSE) { # \dontrun{
#generate Friedman data
set.seed(11)
n  = 250
p = 5
X = data.frame(matrix(runif(n * p), ncol = p))
y = 10 * sin(pi* X[ ,1] * X[,2]) +20 * (X[,3] -.5)^2 + 10 * X[ ,4] + 5 * X[,5] + rnorm(n)

##split into train and test
train_X = X[1 : 200, ]
test_X = X[201 : 250, ]
train_y = y[1 : 200]
test_y = y[201 : 250]

##build BART regression model
bart_machine = bartMachine(train_X, train_y)

#explore performance on test data
oos_perf = bart_predict_for_test_data(bart_machine, test_X, test_y)
print(oos_perf$rmse)
} # }