TDboost.perf: TDboost performance

In TDboost: A Boosted Tweedie Compound Poisson Model

TDboost performance

Description

Estimates the optimal number of boosting iterations for a TDboost object and optionally plots various performance measures

Usage

TDboost.perf(object, 
         plot.it = TRUE, 
         oobag.curve = FALSE, 
         overlay = TRUE, 
         method)

Arguments

object	a TDboost.object created from an initial call to TDboost.
plot.it	an indicator of whether or not to plot the performance measures. Setting plot.it=TRUE creates two plots. The first plot plots object$train.error (in black) and object$valid.error (in red) versus the iteration number. The scale of the error measurement, shown on the left vertical axis, depends on the distribution argument used in the initial call to TDboost.
oobag.curve	indicates whether to plot the out-of-bag performance measures in a second plot.
overlay	if TRUE and oobag.curve=TRUE then a right y-axis is added to the training and test error plot and the estimated cumulative improvement in the loss function is plotted versus the iteration number.
method	indicate the method used to estimate the optimal number of boosting iterations. method="OOB" computes the out-of-bag estimate and method="test" uses the test (or validation) dataset to compute an out-of-sample estimate. method="cv" extracts the optimal number of iterations using cross-validation if TDboost was called with cv.folds>1

Value

TDboost.perf returns the estimated optimal number of iterations. The method of computation depends on the method argument.

Author(s)

Yi Yang [e-mail], Wei Qian [e-mail] and Hui Zou [e-mail]

References

Yang, Y., Qian, W. and Zou, H. (2013), “A Boosted Tweedie Compound Poisson Model for Insurance Premium” Preprint.

G. Ridgeway (1999). “The state of boosting,” Computing Science and Statistics 31:172-181.

G. Ridgeway (2003). "A note on out-of-bag estimation for estimating the optimal number of boosting iterations," Working paper.

See Also

TDboost, TDboost.object

TDboost documentation built on Sept. 13, 2022, 5:05 p.m.