Random Forest: Absolute value of residuals in function of the predicted

Variant of the scale-location plot

  • For homoscedastic residuals, we would expect a symmetric scatter around a horizontal line; the smoothed trend should be also horizontal.

  • The deviates from the expected pattern and indicates that the variability of the residuals depends on the (predicted) value of the dependent variable.

plot(md_rf, variable = "y_hat", yvariable = "abs_residuals")
## `geom_smooth()` using method = 'gam' and formula = 'y ~ s(x, bs = "cs")'