gbm (version 2.0-5)

gbm.roc.area: Compute Information Retrieval measures.

Description

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.

Usage

gbm.roc.area(obs, pred)
ir.measure.conc(y.f, max.rank)
ir.measure.auc(y.f, max.rank)
ir.measure.mrr(y.f, max.rank)
ir.measure.map(y.f, max.rank)
ir.measure.ndcg(y.f, max.rank)
perf.pairwise(y, f, group, metric="ndcg", w=NULL, max.rank=0)

Arguments

obs

Observed value

pred

Predicted value

metric

What type of performance measure to compute.

y, y.f, f, w, group, max.rank

Used internally.

Value

• The requested performance measure.

Details

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

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.

References

C. Burges (2010). "From RankNet to LambdaRank to LambdaMART: An Overview", Microsoft Research Technical Report MSR-TR-2010-82.

See Also

gbm

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.