I created a Random-Forest Regression model for time-series data in R that have three predictors and one output variable.
Is there a way to find (perhaps in more absolute terms) how changes in a specific variable affect the prediction output?
I know about variable importance, I am not trying to find the variables that have the biggest effect instead I am trying to see if I pick input variable X_1 and increase its value (or decrease it) how that would change the prediction output.
Does it even makes sense to do this? or is it even possible with a random-forest model? Rereading my question a few times it made me dubious, but any insight/recommendation would be greatly appreciated.
CodePudding user response:
I would guess what this question is actually about is called exploratory data analysis (EDA). For starters, I would calculate the correlations between the variables to get a feeling for the strength of the [linear] relationship between two variables. Further, I would look at scatter plots between the variables to get a feeling for the relationships. Depending on the variables [linear] regression could tell how an increase in variable x1 would affect variable x2.