| errorevol | R Documentation |
Calculates the error evolution of an AdaBoost.M1, AdaBoost-SAMME or Bagging classifier for a data frame as the ensemble size grows
errorevol(object, newdata)
object |
This object must be the output of one of the functions |
newdata |
Could be the same data frame used in |
This can be useful to see how fast Bagging, boosting reduce the error of the ensemble. in addition,
it can detect the presence of overfitting and, therefore, the convenience of pruning the ensemble using predict.bagging or predict.boosting.
An object of class errorevol, which is a list with only one component:
error |
a vector with the error evolution. |
Esteban Alfaro-Cortes Esteban.Alfaro@uclm.es, Matias Gamez-Martinez Matias.Gamez@uclm.es and Noelia Garcia-Rubio Noelia.Garcia@uclm.es
Alfaro, E., Gamez, M. and Garcia, N. (2013): “adabag: An R Package for Classification with Boosting and Bagging”. Journal of Statistical Software, Vol 54, 2, pp. 1–35.
Alfaro, E., Garcia, N., Gamez, M. and Elizondo, D. (2008): “Bankruptcy forecasting: An empirical comparison of AdaBoost and neural networks”. Decision Support Systems, 45, pp. 110–122.
Breiman, L. (1996): “Bagging predictors”. Machine Learning, Vol 24, 2, pp.123–140.
Freund, Y. and Schapire, R.E. (1996): “Experiments with a new boosting algorithm”. In Proceedings of the Thirteenth International Conference on Machine Learning, pp. 148–156, Morgan Kaufmann.
Zhu, J., Zou, H., Rosset, S. and Hastie, T. (2009): “Multi-class AdaBoost”. Statistics and Its Interface, 2, pp. 349–360.
boosting,
predict.boosting,
bagging,
predict.bagging
library(mlbench)
data(BreastCancer)
l <- length(BreastCancer[,1])
sub <- sample(1:l,2*l/3)
cntrl <- rpart.control(maxdepth = 3, minsplit = 0, cp = -1)
BC.adaboost <- boosting(Class ~.,data=BreastCancer[sub,-1],mfinal=5, control=cntrl)
BC.adaboost.pred <- predict.boosting(BC.adaboost,newdata=BreastCancer[-sub,-1])
errorevol(BC.adaboost,newdata=BreastCancer[-sub,-1])->evol.test
errorevol(BC.adaboost,newdata=BreastCancer[sub,-1])->evol.train
plot.errorevol(evol.test,evol.train)
abline(h=min(evol.test[[1]]), col="red",lty=2,lwd=2)
abline(h=min(evol.train[[1]]), col="blue",lty=2,lwd=2)
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