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2018 Apr 03
0
xgboost: problems with predictions for count data [SEC=UNCLASSIFIED]
...ot;poisson", n.cores=2)
range(gbmpred1$Predictions)
[1] 10.04643 31.39230 # the expected predictions
# Here are results from xgboost
# use count:poisson
library(xgboost)
xgbst2.1 <- xgboost(data = as.matrix(sponge[, -c(3)]), label = sponge[, 3], max_depth = 2, eta = 0.001, nthread = 6, nrounds = 3000, objective = "count:poisson")
xgbstpred2 <- predict(xgbst2.1, as.matrix(sponge.grid))
head(xgbstpred2)
range(xgbstpred2)
[1] 1.109032 4.083049 # much lower than expected
table(xgbstpred2)
1.10903215408325 1.26556181907654 3.578040599823 4.08304929733276...
2017 Nov 24
0
Using bartMachine with the caret package
...his video https://www.youtube.com/watch?v=z8PRU46I3NY
uses the titanic data as an example of using caret to create xgbTree
models. The caret train() function has a tuneGrid parameter which
takes a list set up like so:
tune.grid <- expand.grid(eta = c(0.05, 0.075, 0.1),
nrounds = c(50, 75, 100),
max_depth = 6:8,
min_child_weight = c(2, 2.25, 2.5),
colsample_bytree = (3:5)/10,
gamma = 0, subsample = 1)
That approach also worked with my data. By making the corresponding
adj...