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In An Empirical Comparison of Supervised Learning Algorithms (ICML 2006) the authors (Rich Caruana and Alexandru Niculescu-Mizil) evaluated several classification algorithms (SVMs, ANN, KNN, Random Forests, Decision Trees, etc.), and reported that calibrated boosted trees ranked as the best learning algorithm overall across eight different metrics (F-score, ROC Area, average precision, cross-entropy, etc.).

I would like to test calibrated boosted decision trees in one of my projects, and was wondering if anybody could suggest a good R package or MATLAB library for this.

I am relatively new to R, although I have large experience with MATLAB and Python. I have read about R's gbm, tree, and rpart but I am not sure if these packages implement calibrated boosted decision trees or if there are others that implement them.

Thanks

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About R, I would vote for the gbm package; there's a vignette that provides a good overview: Generalized Boosted Models: A guide to the gbm package. If you are looking for an unified interface to ML algorithms, I recommend the caret package which has built-in facilities for data preprocessing, resampling, and comparative assessment of model performance. Other packages for boosted trees are reported under Table 1 of one of its accompanying vignettes, Model tuning, prediction and performance functions. There is also an example of parameters tuning for boosted trees in the JSS paper, pp. 10-11.

Note: I didn't check, but you can also look into Weka (there's an R interface, RWeka).

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    $\begingroup$ Thanks @chl. I'll take a look at them. Do you know if any of these packages provide calibrated outputs? (i.e. calibrated probabilities, rather than just scores) $\endgroup$ – Amelio Vazquez-Reina Jul 28 '11 at 21:05
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    $\begingroup$ I understood the question to be:"Have platt scaling or Isotonic regression methods been implemented in R?" $\endgroup$ – charles Feb 23 '14 at 21:04
  • $\begingroup$ @user023472 Did you ever find an answer to this issue? $\endgroup$ – charles Feb 23 '14 at 21:06

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