Displaying 1 result from an estimated 1 matches for "gbmfit".
2011 Feb 26
2
Reproducibility issue in gbm (32 vs 64 bit)
...redictors is "diluted" by half in 32-bit, whereas in 64-bit, one
of these predictors gets all the importance and the other gets none. I found
this interesting.
### Sample code
library(gbm)
set.seed(12345)
xc=matrix(rnorm(100*20),100,20)
y=sample(1:2,100,replace=TRUE)
xc[,2] <- xc[,1]
gbmfit <- gbm(y~xc[,1]+xc[,2] +xc[,3], distribution="gaussian")
summary(gbmfit)
### Results on R 2.12.0 (32-bit)
var rel.inf
1 xc[, 3] 49.76143
2 xc[, 1] 27.27432
3 xc[, 2] 22.96425
>
### Results on R 2.12.0 (64-bit)
> summary(gbmfit)
var rel.inf
1 xc[, 1] 50.23857
2 xc[...