The gbm tag has no wiki summary.
1
vote
1answer
110 views
How does cross validation work in R's gbm package?
Can someone provide a work flow about this? For instance, suppose I am doing binary classification,
For each iteration of the algorithm:
Randomly sample k*N rows, where k is the bag.fraction, and N ...
1
vote
0answers
176 views
Machine Learning Algorithms vs. Linear Regression
Do machine learning algorithms like Boosted Regression Trees (in the R package (gbm)) follow the same statistical assumptions of not including correlated predictor variables in GLM?
i.e. If I have ...
0
votes
1answer
96 views
has anyone implemented an autoencoder with random forests
I'm interested in exploring autoencoders which can be used to develop a compressed representation of data useful for machine learning.
In my experience random forests are easier to work with and more ...
0
votes
0answers
36 views
Model Matrix and GBM
I am using the GBM package to create a prediction model. Can GBM handle categorical predictors, or do I need to create a model matrix before I input ?
4
votes
1answer
505 views
How to use R gbm with distribution = “adaboost”?
Documentation states that R gbm with distribution = "adaboost" can be used for 0-1 classification problem. Consider the following code fragment:
...
1
vote
1answer
222 views
GBM relative influence
For a regression problem, I used gradient boosting machines and assessed RMSE. My dataset is comprised of 34 features and 10,000 records. Only 2 predictors were considered 'important' (importance for ...
1
vote
1answer
206 views
Strategy to set the GBM parameters
I would like to know how you would set the parameters for the GBM model?
1)
I could optimize the parameters sequentially. At first, using a large value for shrinkage and a small number of iterations ...
0
votes
0answers
141 views
GBM Predictions - Different results for similar approaches
I am new to R and programming in general and need some help. I am trying to find if a population having a certain characteristic is better than the population that does not have it. Lets say, it's the ...
0
votes
0answers
190 views
Modifying package gbm of R [closed]
We are trying to experiment using the gbm package on a quite large dataset (~140 million rows) and we have ran into a problem with the memory requirements of R.
We have tried combining the packages ...
3
votes
0answers
264 views
Classification with GBM in R and imbalanced class sizes
I'm dealing with a supervised binary classification issue. I'd like to use the GBM package to classify individuals as uninfected/infected. I have 15 times more uninfected than infected individuals.
I ...
1
vote
1answer
164 views
Does the 'fit' attribute of a gbm object contain the OOB estimates?
I have looked at the help (?gbm) and documentation for gbm.object, it only says that
fit: a vector containing the fitted values on the scale of
regression function (e.g. log-odds ...
1
vote
1answer
227 views
Role of n.minobsinnode parameter of GBM in R [closed]
I wanted to know what the n.minobsinnode parameter means in the GBM package. I read the manual, but it is not clear what it does.
Should that number be small or large to improve the results?
2
votes
1answer
1k views
What are some useful guidelines for GBM parameters?
What are some useful guidelines for testing parameters (i.e. interaction depth, minchild, sample rate, etc.) using GBM?
Let's say I have 70-100 features, a population of 200,000 and I intend to test ...
2
votes
0answers
179 views
How to calculate fitted values when using AdaBoost via gbm package in R? What does fitted values mean?
I poseted this question about two weeks ago. But it was closed because I cross-posted here and on SO. So I deleted the post on SO and re-post here. My question is as below.
First of all I'm not ...
1
vote
0answers
248 views
How to calculate fitted values when using AdaBoost via gbm package in R? [closed]
First of all I'm not good at English. So please be patient to interpret my words. I really need your help.
I used the R package GBM as probably my predictive modeling. I made a model with adaboost ...
7
votes
2answers
1k views
What does interaction depth mean in GBM?
I had a question on the interaction depth parameter in gbm in R. This may be a noob question, for which I apologize, but how does the parameter, which I believe denotes the number of terminal nodes in ...