predict.GBMFit: Predict method for GBM Model Fits

In gbm-developers/gbm3: Generalized Boosted Regression Models

Predict method for GBM Model Fits

Description

Predicted values based on a generalized boosted model object - from gbmt

Usage

## S3 method for class 'GBMFit'
predict(object, newdata, n.trees, type = "link", single.tree = FALSE, ...)

Arguments

object	Object of class inheriting from GBMFit.
newdata	Data frame of observations for which to make predictions
n.trees	Number of trees used in the prediction. If n.trees is a vector, predictions are returned for each iteration specified.
type	The scale on which gbm makes the predictions
single.tree	If single.tree=TRUE then gbm_predict returns only the predictions from tree(s) n.trees
...	further arguments passed to or from other methods

Details

predict.GBMFit produces predicted values for each observation in a new dataset newdata using the first n.trees iterations of the boosting sequence. If n.trees is a vector than the result is a matrix with each column representing the predictions from gbm models with n.trees[1] iterations, n.trees[2] iterations, and so on.

The predictions from gbmt do not include the offset term. The user may add the value of the offset to the predicted value if desired.

If gbm_fit_obj was fit using gbmt, there will be no Terms component. Therefore, the user has greater responsibility to make sure that newdata is of the same format (order and number of variables) as the one originally used to fit the model.

Value

Returns a vector of predictions. By default the predictions are on the scale of f(x). For example, for the Bernoulli loss the returned value is on the log odds scale, poisson loss on the log scale, and coxph is on the log hazard scale.

If type="response" then gbmt converts back to the same scale as the outcome. Currently the only effect this will have is returning probabilities for bernoulli and expected counts for poisson. For the other distributions "response" and "link" return the same.

See Also

gbmt

gbm-developers/gbm3 documentation built on March 8, 2024, 4:48 p.m.