R/gbm.object.R

#' Generalized Boosted Regression Model Object
#' 
#' These are objects representing fitted \code{gbm}s.
#' 
#' @return \item{initF}{The "intercept" term, the initial predicted value to
#' which trees make adjustments.} \item{fit}{A vector containing the fitted
#' values on the scale of regression function (e.g. log-odds scale for
#' bernoulli, log scale for poisson).} \item{train.error}{A vector of length
#' equal to the number of fitted trees containing the value of the loss
#' function for each boosting iteration evaluated on the training data.}
#' \item{valid.error}{A vector of length equal to the number of fitted trees
#' containing the value of the loss function for each boosting iteration
#' evaluated on the validation data.} \item{cv.error}{If \code{cv.folds} < 2 this
#' component is \code{NULL}. Otherwise, this component is a vector of length equal to
#' the number of fitted trees containing a cross-validated estimate of the loss
#' function for each boosting iteration.} \item{oobag.improve}{A vector of
#' length equal to the number of fitted trees containing an out-of-bag estimate
#' of the marginal reduction in the expected value of the loss function. The
#' out-of-bag estimate uses only the training data and is useful for estimating
#' the optimal number of boosting iterations. See \code{\link{gbm.perf}}.}
#' \item{trees}{A list containing the tree structures. The components are best
#' viewed using \code{\link{pretty.gbm.tree}}.} \item{c.splits}{A list of all
#' the categorical splits in the collection of trees. If the \code{trees[[i]]}
#' component of a \code{gbm} object describes a categorical split then the
#' splitting value will refer to a component of \code{c.splits}. That component
#' of \code{c.splits} will be a vector of length equal to the number of levels
#' in the categorical split variable. -1 indicates left, +1 indicates right,
#' and 0 indicates that the level was not present in the training data.}
#' \item{cv.fitted}{If cross-validation was performed, the cross-validation
#' predicted values on the scale of the linear predictor. That is, the fitted
#' values from the i-th CV-fold, for the model having been trained on the data
#' in all other folds.}
#' 
#' @section Structure: The following components must be included in a
#' legitimate \code{gbm} object.
#' 
#' @author Greg Ridgeway \email{gregridgeway@@gmail.com}
#' 
#' @seealso \code{\link{gbm}}
#' 
#' @keywords methods
#' 
#' @name gbm.object
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gbm-developers/gbm documentation built on Feb. 16, 2024, 6:13 p.m.