proximity

Proximity matrix for data in ensemble of decision trees

Syntax

prox = proximity(B,X)


Description

prox = proximity(B,X) computes a numeric matrix of size Nobs-by-Nobs of proximities for data X, where Nobs is the number of observations (rows) in X. Proximity between any two observations in the input data is defined as a fraction of trees in the ensemble B for which these two observations land on the same leaf. This is a symmetric matrix with ones on the diagonal and off-diagonal elements ranging from 0 to 1.