| bartMachineCV | R Documentation |
Builds a BART-CV model by cross-validating over a grid of hyperparameter choices.
bartMachineCV(
X = NULL,
y = NULL,
Xy = NULL,
num_tree_cvs = c(50, 200),
k_cvs = c(2, 3, 5),
nu_q_cvs = NULL,
k_folds = 5,
folds_vec = NULL,
use_xoshiro = FALSE,
verbose = FALSE,
...
)
build_bart_machine_cv(
X = NULL,
y = NULL,
Xy = NULL,
num_tree_cvs = c(50, 200),
k_cvs = c(2, 3, 5),
nu_q_cvs = NULL,
k_folds = 5,
folds_vec = NULL,
use_xoshiro = FALSE,
verbose = TRUE,
...
)
X |
Data frame of predictors. Factors are automatically converted to dummies internally. |
y |
Vector of response variable. If |
Xy |
A data frame of predictors and the response. The response column must be named “y”. |
num_tree_cvs |
Vector of sizes for the sum-of-trees models to cross-validate over. |
k_cvs |
Vector of choices for the hyperparameter |
nu_q_cvs |
Only for regression. List of vectors containing ( |
k_folds |
Number of folds for cross-validation |
folds_vec |
An integer vector of indices specifying which fold each observation belongs to. |
use_xoshiro |
if TRUE, use the Xoshiro256PlusPlus random number generator; if FALSE, use the legacy MersenneTwister random number generator (default is FALSE) |
verbose |
Prints information about progress of the algorithm to the screen. |
... |
Additional arguments to be passed to |
Returns an object of class “bartMachine” with the set of hyperparameters chosen via cross-validation. We also return a matrix “cv_stats” which contains the out-of-sample RMSE for each hyperparameter set tried and “folds” which gives the fold in which each observation fell across the k-folds.
This function may require significant run-time.
This function is parallelized by the number of cores set in set_bart_machine_num_cores via calling bartMachine.
Adam Kapelner and Justin Bleich
Adam Kapelner, Justin Bleich (2016). bartMachine: Machine Learning with Bayesian Additive Regression Trees. Journal of Statistical Software, 70(4), 1-40. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.18637/jss.v070.i04")}
bartMachine
## Not run:
#generate Friedman data
set.seed(11)
n = 200
p = 5
X = data.frame(matrix(runif(n * p), ncol = p))
y = 10 * sin(pi* X[ ,1] * X[,2]) +20 * (X[,3] -.5)^2 + 10 * X[ ,4] + 5 * X[,5] + rnorm(n)
##build BART regression model
bart_machine_cv = bartMachineCV(X, y)
#information about cross-validated model
summary(bart_machine_cv)
## End(Not run)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.