gbm_roc_area | R Documentation |
Functions to compute Information Retrieval measures for pairwise loss for a single group. The function returns the respective metric, or a negative value if it is undefined for the given group.
gbm_roc_area(obs, pred)
obs |
Observed value |
pred |
Predicted value |
For simplicity, we have no special handling for ties; instead, we break ties randomly. This is slightly inaccurate for individual groups, but should have only a small effect on the overall measure.
gbm_conc
computes the concordance index: Fraction of all pairs (i,j)
with i<j, x[i] != x[j], such that x[j] < x[i]
If obs
is binary, then gbm_roc_area(obs, pred) =
gbm.conc(obs[order(-pred)])
.
gbm_conc
is more general as it allows non-binary targets, but is
significantly slower.
The requested performance measure.
Stefan Schroedl
C. Burges (2010). "From RankNet to LambdaRank to LambdaMART: An Overview", Microsoft Research Technical Report MSR-TR-2010-82.
gbm
##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
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