gbm: Generalized Boosted Regression Models

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An implementation of extensions to Freund and Schapire's AdaBoost algorithm and Friedman's gradient boosting machine. Includes regression methods for least squares, absolute loss, t-distribution loss, quantile regression, logistic, multinomial logistic, Poisson, Cox proportional hazards partial likelihood, AdaBoost exponential loss, Huberized hinge loss, and Learning to Rank measures (LambdaMart).

Author
Greg Ridgeway <gregridgeway@gmail.com> with contributions from others
Date of publication
2015-03-11 09:02:32
Maintainer
Harry Southworth <harry.southworth@gmail.com>
License
GPL (>= 2) | file LICENSE
Version
2.1.1
URLs

View on CRAN

Man pages

basehaz.gbm
Baseline hazard function
calibrate.plot
Calibration plot
gbm
Generalized Boosted Regression Modeling
gbmCrossVal
Cross-validate a gbm
gbm-internal
gbm internal functions
gbm.object
Generalized Boosted Regression Model Object
gbm-package
Generalized Boosted Regression Models
gbm.perf
GBM performance
gbm.roc.area
Compute Information Retrieval measures.
interact.gbm
Estimate the strength of interaction effects
plot.gbm
Marginal plots of fitted gbm objects
predict.gbm
Predict method for GBM Model Fits
pretty.gbm.tree
Print gbm tree components
print.gbm
Print model summary
quantile.rug
Quantile rug plot
reconstructGBMdata
Reconstruct a GBM's Source Data
relative.influence
Methods for estimating relative influence
shrink.gbm
L1 shrinkage of the predictor variables in a GBM
shrink.gbm.pred
Predictions from a shrunked GBM
summary.gbm
Summary of a gbm object
validate
Test the 'gbm' package.

Files in this package

gbm
gbm/inst
gbm/inst/doc
gbm/inst/doc/oobperf2.eps
gbm/inst/doc/index.html
gbm/inst/doc/oobperf2.pdf
gbm/inst/doc/srcltx.sty
gbm/inst/doc/shrinkageplot.R
gbm/inst/doc/gbm.tex
gbm/inst/doc/gbm.Sweave
gbm/inst/doc/shrinkage-v-iterations.eps
gbm/inst/doc/gbm.pdf
gbm/inst/doc/shrinkage-v-iterations.pdf
gbm/src
gbm/src/locationm.h
gbm/src/locationm.cpp
gbm/src/gbm_engine.h
gbm/src/laplace.h
gbm/src/tree.cpp
gbm/src/gbm_engine.cpp
gbm/src/gaussian.h
gbm/src/pairwise.h
gbm/src/adaboost.h
gbm/src/pairwise.cpp
gbm/src/distribution.cpp
gbm/src/node_continuous.cpp
gbm/src/node.h
gbm/src/node_nonterminal.h
gbm/src/node_factory.cpp
gbm/src/node_search.cpp
gbm/src/node.cpp
gbm/src/bernoulli.cpp
gbm/src/quantile.cpp
gbm/src/huberized.h
gbm/src/node_search.h
gbm/src/bac
gbm/src/bac/gaussian.cpp
gbm/src/tree.h
gbm/src/poisson.cpp
gbm/src/multinomial.h
gbm/src/adaboost.cpp
gbm/src/node_categorical.h
gbm/src/node_factory.h
gbm/src/gbm.cpp
gbm/src/node_continuous.h
gbm/src/coxph.cpp
gbm/src/dataset.h
gbm/src/dataset.cpp
gbm/src/node_categorical.cpp
gbm/src/coxph.h
gbm/src/laplace.cpp
gbm/src/node_terminal.h
gbm/src/node_nonterminal.cpp
gbm/src/node_terminal.cpp
gbm/src/gbmentry.cpp
gbm/src/tdist.h
gbm/src/poisson.h
gbm/src/gbm.h
gbm/src/bernoulli.h
gbm/src/gaussian.cpp
gbm/src/huberized.cpp
gbm/src/multinomial.cpp
gbm/src/quantile.h
gbm/src/distribution.h
gbm/src/tdist.cpp
gbm/src/matrix.h
gbm/src/buildinfo.h
gbm/NAMESPACE
gbm/demo
gbm/demo/bernoulli.R
gbm/demo/gaussian.R
gbm/demo/pairwise.R
gbm/demo/robustReg.R
gbm/demo/multinomial.R
gbm/demo/printExamples.R
gbm/demo/OOB-reps.R
gbm/demo/00Index
gbm/demo/coxph.R
gbm/R
gbm/R/gbmDoFold.R
gbm/R/gbmCluster.R
gbm/R/gbm.perf.R
gbm/R/interact.gbm.R
gbm/R/getStratify.R
gbm/R/shrink.gbm.R
gbm/R/calibrate.plot.R
gbm/R/getCVgroup.R
gbm/R/gbm.loss.R
gbm/R/pretty.gbm.tree.R
gbm/R/test.gbm.R
gbm/R/print.gbm.R
gbm/R/plot.gbm.R
gbm/R/predict.gbm.R
gbm/R/gbm.R
gbm/R/permutation.test.gbm.R
gbm/R/gbm.fit.R
gbm/R/checks.R
gbm/R/basehaz.gbm.R
gbm/R/reconstructGBMdata.R
gbm/R/relative.influence.R
gbm/R/gbm.more.R
gbm/R/shrink.gbm.pred.R
gbm/R/ir.measures.R
gbm/R/gbmCrossVal.R
gbm/R/guessDist.R
gbm/MD5
gbm/DESCRIPTION
gbm/man
gbm/man/summary.gbm.Rd
gbm/man/predict.gbm.Rd
gbm/man/shrink.gbm.pred.Rd
gbm/man/shrink.gbm.Rd
gbm/man/plot.gbm.Rd
gbm/man/print.gbm.Rd
gbm/man/gbm.object.Rd
gbm/man/validate.Rd
gbm/man/gbmCrossVal.Rd
gbm/man/pretty.gbm.tree.Rd
gbm/man/relative.influence.Rd
gbm/man/gbm.perf.Rd
gbm/man/calibrate.plot.Rd
gbm/man/quantile.rug.Rd
gbm/man/reconstructGBMdata.Rd
gbm/man/gbm.roc.area.Rd
gbm/man/interact.gbm.Rd
gbm/man/gbm.Rd
gbm/man/gbm-internal.Rd
gbm/man/basehaz.gbm.Rd
gbm/man/gbm-package.Rd
gbm/.Rinstignore
gbm/LICENSE
gbm/CHANGES