search for: boost_control

Displaying 6 results from an estimated 6 matches for "boost_control".

2009 Sep 26
1
mboost_1.1-3 blackboost_fit (PR#13972)
...maxdepth = 2 ), fitmem = ctree_memory( bd, TRUE ), family = GaussReg(), control = boost_control( mstop = 2 ), weights = NULL ) Test case session on my computer: > dt=expand.grid(y=c(2,3,4), x1=c(1,2), x2=c(1,2)) > library(mboost) Loading required package: modeltools Loading requ...
2010 Feb 03
0
mboost: how to implement cost-sensitive boosting family
...f * ifelse(y==1,10,1)) } offset <- function (y, w) { p <- weighted.mean(y > 0, w) 1/(10+1) * log(10*p/1*(1 - p)) } CSAdaExp <- Family(ngradient = ngradient, loss = loss, offset = offset); model.blackboost <- blackboost(tr[,1:DIM], tr.y, family=CSAdaExp, weights=tr.w, control=boost_control(mstop=100, nu=0.1), tree_controls=ctree_control(teststat = "max",testtype = "Teststatistic",mincriterion = 0,maxdepth = 10)); or #loss <- function (y, f) #{ # exp(-y * f * ifelse(y==1,COST_FN,COST_FP)) #} #ngradient <- function (y, f, w = 1) #{ # y * ifelse(y==1,CO...
2013 Jan 04
1
Predicting New Data -
I am having trouble predicting new data with a model created from package mboost: > mb1<-glmboost(as.formula(formula1),data=data_train,control=boost_control(mstop=400,nu=.1)) > f.predict<-predict(mb1,newdata=data_train) Error in scale.default(X, center = cm, scale = FALSE) : length of 'center' must equal the number of columns of 'x' Ultimately I want to predict "data_test", but the orginal dataset won't even wo...
2010 Feb 07
1
mboost: Interpreting coefficients from glmboost if center=TRUE
...ve models . I am performing prediction on a binomial outcome, using a linear function (glmboost). However, I am running into some confusion regarding centering. (I am not aware of an mboost-specific mailing list, so if the main R list is not the right place for this topic, please let me know.) The boost_control() function allows for the choice between center=TRUE and center=FALSE. If I select center=FALSE, I am able to interpret the coefficients just like those from standard logistic regression. However, if I select center=TRUE, this is no longer the case. In theory and in practice with my data, centering...
2012 Jul 23
1
mboost vs gbm
...issue is meaningful since the output of this regression needs to be implemented in a production system, and mboost doesn't even expose the ensembles. # default params for blackboost are a gaussian loss, and maxdepth of 2 m.mboost = blackboost(Y ~ X1 + X2, data=tdata, weights=t.ipcw, control=boost_control(mstop=100)) m.gbm = gbm(Y ~ X1 + X2, data=tdata, weights=t.ipcw, distribution="gaussian", interaction.depth=2, bag.fraction=1, n.trees=2500) # compare IPCW weighted squared loss sum((predict(m.mboost, newdata=tdata)-tdata$Y)^2 * t.ipcw) < sum((predict(m.gbm, newdata=tdata, n.trees=250...
2010 Mar 19
0
mboost: Interpreting coefficients from glmboost if center=TRUE
...ar function (glmboost). However, I am running into some confusion > >> regarding centering. (I am not aware of an mboost-specific mailing > >> list, so if the main R list is not the right place for this topic, > >> please let me know.) > >> > >> The boost_control() function allows for the choice between center=TRUE > >> and center=FALSE. If I select center=FALSE, I am able to interpret the > >> coefficients just like those from standard logistic regression. > >> However, if I select center=TRUE, this is no longer the case. In &...