[R] MARS in classification problem
kimm at pet.auh.dk
Thu Feb 12 17:23:49 CET 2004
I recently tried out the Salford Systems MARS software on a large
dataset. Apparently MARS outperformed traditional techniques such as
logistic regression and k-nearest-neighbor.
Since I usually perform all my data analyses in R I have installed the
'mda' package but I seem to get much worse results with R than with the
Salford Systems software.
In my data set I have 7 continuous predictors and a binary outcome. The
training data set has 100.000 samples. I try to use the same parameters
I used in the MARS program:
With the MARS program I would get GCV values of approximately 0.11 but
with R I get 0.15. The corresponding reduction in area under the
operator characteristics curve (AUC) is from 0.83 to 0.70.
What am I doing wrong?
Thanks in advance!
More information about the R-help