Error with unique case.weights and quantile regression

[lindeloev]

Here's an issue I can't quite narrow down. It seems that ranger fails when all three of these are fulfilled: (1) there are unique case.weights, (2) quantreg = TRUE, and keep.inbag = TRUE:

> mtcars$cyl[1] = 99
> ranger::ranger(mpg ~., mtcars, case.weights = mtcars$cyl, quantreg = TRUE, keep.inbag = TRUE)
# Error in ranger::ranger(mpg ~ ., mtcars, case.weights = mtcars$cyl, quantreg = TRUE,  : 
#   Error: Too few trees for out-of-bag quantile regression.

It runs with mtcars$cyl[1:2] = 99.

However, ranger has no problems with unique case.weights here:

ranger::ranger(Species ~., iris, case.weights = iris$Sepal.Width, keep.inbag = TRUE)
ranger::ranger(Sepal.Length ~., iris, case.weights = iris$Sepal.Width, keep.inbag = TRUE)

I'm experiencing the former error in a number of analyses I'm currently running. Thanks for an awesome package!

[mnwright]

That's expected behavior. The case.weights control the sampling of observations for the trees. If you set mtcars$cyl[1] = 99 and use that as case weights, observations 1 is selected in every tree and never out-of-bag. Thus, we cannot do out-of-bag quantile regression for that observation.

However, thinking about that, shouldn't we make this a warning instead of an error and just assign NA to the affected observations?

[lindeloev]

Ah, I see. Yes, a warning + NA would be great! I guess I'll just need to do some pmin()/pmax() or scale() on the weights to restrict them to a narrower range. And raise num.tress to increase the probability that some trees include low-weight cases.

BTW, I just installed the dev version and I'm blown away by the speed improvements for quantile regression!