TDboost.perf | R Documentation |
Estimates the optimal number of boosting iterations for a TDboost
object and
optionally plots various performance measures
TDboost.perf(object,
plot.it = TRUE,
oobag.curve = FALSE,
overlay = TRUE,
method)
object |
a |
plot.it |
an indicator of whether or not to plot the performance measures.
Setting |
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. |
TDboost.perf
returns the estimated optimal number of iterations. The method
of computation depends on the method
argument.
Yi Yang yi.yang6@mcgill.ca, Wei Qian wxqsma@rit.edu and Hui Zou hzou@stat.umn.edu
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.
TDboost
, TDboost.object
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