gbmt_performance estimates the optimal number of boosting
iterations from a model fit by gbmt. The precise
method used depends on the method parameter.
gbmt_performance(gbm_fit_obj, method)a GBMTPerformance object, which is a number - the optimal iteration number - with various attributes.
a GBMFit created from an initial call to
gbmt.
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. method="cv" extracts the optimal number of
iterations using cross-validation if gbmt was called with
cv_folds>1.