Contents
What are the defaults for distribution in GBM?
Defaults to TRUE for distribution = “multinomial” and is only implemented for “multinomial” and “bernoulli”. The purpose of stratifying the cross-validation is to help avoiding situations in which training sets do not contain all classes. The number of CPU cores to use.
When to use multinomial or Gaussian in GBM?
If not specified, gbm will try to guess: if the response has only 2 unique values, bernoulli is assumed; otherwise, if the response is a factor, multinomial is assumed; otherwise, if the response has class “Surv”, coxph is assumed; otherwise, gaussian is assumed.
Which is better GBM or generalized boosted modeling framework?
For general practice gbm is preferable. This package implements the generalized boosted modeling framework. Boosting is the process of iteratively adding basis functions in a greedy fashion so that each additional basis function further reduces the selected loss function.
What to do if keep.data = false in GBM?
If keep.data = FALSE in the initial call to gbm then it is the user’s responsibility to resupply the offset to gbm.more. Either a character string specifying the name of the distribution to use or a list with a component name specifying the distribution and any additional parameters needed.
How to print variable importance in GBM function?
N increasing N reduces the error on training set, but setting it too high may lead to over-fitting. interaction.depth (maximum nodes per tree) is number of splits it has to perform on a tree (starting from a single node).
How is the GBM function used in machine learning?
I am using the gbm function in R (gbm package) to fit stochastic gradient boosting models for multiclass classification. I am simply trying to obtain the importance of each predictor separately for each class, like in this picture from the Hastie book (the Elements of Statistical Learning) (p. 382).
How to get the relative importance of GBM?
However, the function summary.gbm only returns the overall importance of the predictors (their importance averaged over all classes). Does anyone know how to get the relative importance values? I think the short answer is that on page 379, Hastie mentions that he uses MART, which appears to only be available for Splus.