gbm.perf: GBM performance
Description
Estimates the optimal number of boosting iterations for a gbm object and
optionally plots various performance measuresUsage
gbm.perf(object,
plot.it = TRUE,
oobag.curve = TRUE,
overlay = TRUE,
method = c("OOB","test","cv")[1])Arguments
plot.it
an indicator of whether or not to plot the performance measures.
Setting plot.it=TRUE creates two plots. The first plot plots
object$train.error (in black) and object$valid.error (in red)
versus the iteration numbe
oobag.curve
indicates whether to plot the out-of-bag performance measures
in a second plot.
overlay
if TRUE and oobag.curve=TRUE then a right y-axis is added to the
training and test error plot and the estimated cumulative improvement in the loss
function is plotted versus the iteration number.
method
indicate the method used to estimate the optimal number
of boosting iterations. method="OOB" computes the out-of-bag
estimate and method="test" uses the test (or validation) dataset
to compute an out-of-sample estimate. me
Value
gbm.perf returns the estimated optimal number of iterations. The method
of computation depends on the method argument.
References
G. Ridgeway (2003). "A note on out-of-bag estimation for estimating the optimal
number of boosting iterations," a working paper available at
http://www.i-pensieri.com/gregr/gbm.shtml.