[R] boosting

stephenc mail at xesoftware.com.au
Thu May 25 06:35:25 CEST 2006


Hi
 
I am using boosting for a classification and prediction problem.
 
For some reason it is giving me an outcome that doesn't fall between 0
and 1 for the predictions.  I have tried type="response" but it made no
difference.
 
Can anyone see what I am doing wrong?
 
Screen output shown below:
 
 
> boost.model <- gbm(as.factor(train$simNuance) ~ .,         # formula
+          data=train,                   # dataset
+                                       # +1: monotone increase,
+                                       #  0: no monotone restrictions
+          distribution="gaussian",     # bernoulli, adaboost, gaussian,
+                                       # poisson, and coxph available
+          n.trees=3000,                # number of trees
+          shrinkage=0.005,             # shrinkage or learning rate,
+                                       # 0.001 to 0.1 usually work
+          interaction.depth=3,         # 1: additive model, 2: two-way
interactions, etc.
+          bag.fraction = 0.5,          # subsampling fraction, 0.5 is
probably best
+          train.fraction = 0.5,        # fraction of data for training,
+                                       # first train.fraction*N used
for training
+          n.minobsinnode = 10,         # minimum total weight needed in
each node
+          cv.folds = 5,                # do 5-fold cross-validation
+          keep.data=TRUE,              # keep a copy of the dataset
with the object
+          verbose=FALSE)                # print out progress
> 
> best.iter = gbm.perf(boost.model,method="cv")
> pred = predict.gbm(boost.model, test, best.iter)
> summary(pred)
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
 0.4772  1.5140  1.6760  1.5100  1.7190  1.9420   
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