L1 shrinkage of the predictor variables in a GBM

Makes predictions from a shrunken GBM model.

1 2 3 4 5 | ```
shrink.gbm.pred(object,
newdata,
n.trees,
lambda = rep(1, length(object$var.names)),
...)
``` |

`object` |
a |

`newdata` |
dataset for predictions |

`n.trees` |
the number of trees to use |

`lambda` |
a vector with length equal to the number of variables containing the shrinkage parameter for each variable |

`...` |
other parameters (ignored) |

A vector with length equal to the number of observations in newdata containing the predictions

This function is experimental

Greg Ridgeway gregridgeway@gmail.com

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

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