Description Usage Arguments Value Author(s)
Fits gradient boosted trees.
1 2 3 4 5 6 7 8 9 10 11 |
formula |
a symbolic description of the model to be fit |
loss |
a character string specifying the name of the loss function to use. Currently available options are "squaredLoss" for regression, and "binomialDeviance" for binary classification. |
data |
a data frame containing the variables in the model. By
default the variables are taken from |
n.trees |
the total number of trees to fit. This is equivalent to the number of iterations and the number of trees in the additive expansion. |
interaction.depth |
The maximum depth of variable interactions. 1 implies an additive model, 2 implies a model with up to 2-way interactions, etc. |
shrinkage |
a shrinkage parameter way of evolving applied to the trees in the expansion. Also known as the learning rate or step-size reduction. Currently available options are: list(type="fixed", value=v) where v is the fixed learning rate list(type="arithmetic", start=v1, end=v2) where v1 is the learning rate of the first iteration and v2 of the last. In between, the learning rate follows an arithmetic decrease (constant step size). list(type="geometric", start=v1, end=v2) where v1 is the learning rate of the first iteration and v2 of the last. In between, the learning rate follows an geometric decrease. list(type="negative.exp", start=v1, end=v2, iter75=m) where v1 is the learning rate of the first iteration and v2 of the last. iter75 is the iteration number at which the learning rate will have reached 75 |
bag.fraction |
the fraction of the training set observations randomly
selected to propose the next tree in the expansion. This introduces randomnesses
into the model fit. If |
cv.folds |
Number of cross-validation folds to perform. If |
conjugate.gradient |
Will perform a conjugate gradient descent using the Polak-Ribiere rule instead of the classic gradient descent. This functionality is experimental. |
store.results |
If 1, the results (train (and test, in case of cross-validation) deviances, and step sizes, for each cross-validation) as displayed when |
verbose |
If 1, will display results about each model that is built, once it is built. |
returns a gbt
object.
Alexandre Michelis <alexandremichelis@gmail.com>
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.