Generalized Boosted Regression Model Object
These are objects representing fitted gbm
s.
initF |
The "intercept" term, the initial predicted value to which trees make adjustments. |
fit |
A vector containing the fitted values on the scale of regression function (e.g. log-odds scale for bernoulli, log scale for poisson). |
train.error |
A vector of length equal to the number of fitted trees containing the value of the loss function for each boosting iteration evaluated on the training data. |
valid.error |
A vector of length equal to the number of fitted trees containing the value of the loss function for each boosting iteration evaluated on the validation data. |
cv.error |
If |
oobag.improve |
A vector of
length equal to the number of fitted trees containing an out-of-bag estimate
of the marginal reduction in the expected value of the loss function. The
out-of-bag estimate uses only the training data and is useful for estimating
the optimal number of boosting iterations. See |
trees |
A list containing the tree structures. The components are best
viewed using |
c.splits |
A list of all
the categorical splits in the collection of trees. If the |
cv.fitted |
If cross-validation was performed, the cross-validation predicted values on the scale of the linear predictor. That is, the fitted values from the i-th CV-fold, for the model having been trained on the data in all other folds. |
The following components must be included in a
legitimate gbm
object.
Greg Ridgeway gregridgeway@gmail.com
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