randomForest: proximity for new objects using an existing rf

-----Original Message-----
From: r-help-bounces at r-project.org 
[mailto:r-help-bounces at r-project.org] On Behalf Of Kilian
Sent: Wednesday, February 01, 2012 5:39 AM
To: r-help at r-project.org
Subject: [R] randomForest: proximity for new objects using an 
existing rf

Dear all,

using an existing random forest, I would like to calculate 
the proximity
for a new test object, i.e. the similarity between the new 
object and the
old training objects which were used for building the random 
forest. I do
not want to build a new random forest based on both old and 
new objects.

Currently, my workaround is to calculate the proximites of a 
combined data
set consisting of training and new objects like this:

model <- randomForest(Xtrain, Ytrain) # build random forest
nnew <- nrow(Xnew) # number of new objects
Xcombi <- rbind(Xnew, Xtrain) # combine new objects and 
training objects
predcombi <- predict(model, Xcombi, proximity=TRUE) # 
calculate proximities
proxcombi <- predcombi$proximity # get proximities of combined dataset
proxnew <- proxcombi[(1:nnew),-(1:nnew)] # get proximities of 
new objects
only

But this approach causes a lot of wasted computation time as I am not
interested in the proximities among the training objects 
themselves but
only among the training objects and the new objects. With 
1000 training
objects and 5 new objects, I have to calculate a 1005x1005 
proximity matrix
to get the essential 5x1000 matrix of the new objects only.

Am I doing something wrong? I read through the documentation 
but could not
find another solution. Any advice would be highly appreciated.

Thanks in advance!
Kilian

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