summary.gbm: Summary of a gbm object

Description

Computes the relative influence of each variable in the gbm object.

Usage

## S3 method for class 'gbm':
summary(object,
        cBars=length(object$var.names),
        n.trees=object$n.trees,
        plotit=TRUE,
        order=TRUE,
        method=relative.influence,
        normalize=TRUE,
        ...)

Arguments

object

a gbm object created from an initial call to gbm.

cBars

the number of bars to plot. If order=TRUE the only the variables with the cBars largest relative influence will appear in the barplot. If order=FALSE then the first cBars variables will appear in the

n.trees

the number of trees used to generate the plot. Only the first n.trees trees will be used.

plotit

an indicator as to whether the plot is generated.

order

an indicator as to whether the plotted and/or returned relative influences are sorted.

method

The function used to compute the relative influence. relative.influence is the default and is the same as that described in Friedman (2001). The other current (and experimental) choice is

normalize

if FALSE then summary.gbm returns the unnormalized influence.

...

other arguments passed to the plot function.

Value

Returns a data frame where the first component is the variable name and the second is the computed relative influence, normalized to sum to 100.

Details

For distribution="gaussian" this returns exactly the reduction of squared error attributable to each variable. For other loss functions this returns the reduction attributeable to each varaible in sum of squared error in predicting the gradient on each iteration. It describes the relative influence of each variable in reducing the loss function. See the references below for exact details on the computation.

References