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2010 Feb 03
0
mboost: how to implement cost-sensitive boosting family
mboost contains a blackboost method to build tree-based boosting models. I tried to write my own "cost-sensitive" ada family. But obviously my understanding to implement ngradient, loss, and offset functions is not right. I would greatly appreciate if anyone can help me out, or show me how to write a cost-sensitive family, thanks!
Follows are some families I wrote
ngradient <- function (y, f, w = 1)
{
y * ifelse(y==1,10,1) * exp(-y * f * ifelse(y==1,10,1))
}
loss &...