Rule based Learning Ensembles

RuleFit with  R

Beta version (8/10/05)

RuleFittm implements the learning method and interpretational tools described in Predictive Learning via Rule Ensembles (pdf).

The files provided here implement a rudimentary interface for using RuleFittm with the R statistical package.  R is freely available from The R Project for Statistical Computing. This R/RuleFit interface runs on PC compatible computers with Windows NT/2000/XP or Linux. This present version of the R/RuleFit interface will not function after December 29, 2011. Future versions will be available after that date. Note that this is a beta version of the program. Please report any problems to jhf@stanford.edu and periodically check this site for updated versions.


Note that a newer version RuleFit3 with improved analytics and additional options now exists.


Installation Instructions:

It is assumed that R has already been installed on the computer. The first step is to create a (target) directory in which to store the downloaded files. This directory should be used only for the R/RuleFit installation and contain no other files or sub-directories. Its full path name must contain NO imbedded blanks. For Windows, this directory must reside on the same logical disk where R is installed.

                                          Windows NT/2000/XT

                                                           Linux


Documentation:

Complete documentation for all R/RuleFit procedures is provided in the html help file RuleFit_help.html . Some familiarity with the above paper is recommended, especially when experimenting with some of the more advanced features and options. Also, some familiarity with the paper Gradient Directed Regularization (pdf) may be helpful.


www@stat.stanford.edu