search for: ridgeway

HI, Dear Greg, I AM A NEW to GBM package. Can boosting decision tree be implemented in 'gbm' package? Or 'gbm' can only be used for regression? IF can, DO I need to combine the rpart and gbm command? Thanks so much! -- Sincerely, Changbin -- [[alternative HTML version deleted]]

...e step. It can reduce both bias and variance and can produce "doubly robust" estimates of the treatment effect (see Bang & Robins 2005 for an example). Greg -----Original Message----- From: Ravi Varadhan [mailto:rvaradhan at jhmi.edu] Sent: Monday, September 18, 2006 12:38 PM To: Ridgeway, Greg; r-help at stat.math.ethz.ch Subject: Propensity score modeling using machine learning methods. WAS: RE: [R] LARS for generalized linear models Thanks very much, Greg. I will certainly look at glmpath. My goal is to develop (nearly) automatic and flexible procedures for estimating causal e...

Hello list, I've been searching around trying to find whether somebody has written such a package of least angle regression on generalized linear models, like what Lasso2 package does. The extension to generalized linear models is briefly discussed in the comment by D. Madigan and G. Ridgeway. Is such a package available? Thanks, Mike [[alternative HTML version deleted]]

Hi, Is there an R implementation of least angle regression for binary response modeling? I know that this question has been asked before, and I am also aware of the "lasso2" package, but that only implements an L1 penalty, i.e. the Lasso approach. Madigan and Ridgeway in their discussion of Efron et al (2004) describe a LARS-type algorithm for generalized linear models. Has anyone implemented this in R? Thanks for any help. Best, Ravi ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assi...

Is it possible to use the '\ell' (i.e. the log likelihood) in plots? I've been browsing the plotmath documentation unsucesfully. Cheers, Mario dos Reis mdosrei at nimr.mrc.ac.uk +44 (0)20 8816 2300 Division of Mathematical Biology National Institute for Medical Research The Ridgeway Mill Hill London, NW7 1AA, UK

Hi, Dear Greg, Sorry to bother you again. I have several questions about the 'gbm' package. if the train.fraction is less than 1 (ie. 0.5) , then the* first* 50% will be used to fit the model, the other 50% can be used to estimate the performance. if bag.fraction is 0.5, then gbm use the* random* 50% of the data to fit the model, and the other 50% data is used to estimate the

I extracting splitting rules from Greg Ridgeway's GBM 1.6-3.2 in R 2.15.2, so I can run classification in a production system outside of R. ?I have it working and verified for a dummy data set with all variable types (numeric, factor, ordered) and missing values, but in the titanic survivors data set the splitting rule for factors does not m...

...te the list with system-config-printer-tui --Xexport > settings.xml ) Is there any easy way of automatically adding 15 printers to Centos 5 ? My thanks for your time, Jake -- Dr J. Grimmett Computer Systems Manager Division of Molecular Structure National Institute for Medical Research The Ridgeway Mill Hill London, NW7 1AA

...Lsmp and the Nvidia 7667 driver) I'm starting to feel a little stupid - any chance that someone could put me out of my misery and suggest some solutions? Many thanks Jake -- Dr J. Grimmett Computer Systems Manager Division of Molecular Structure National Institute for Medical Research The Ridgeway Mill Hill London, NW7 1AA Tel: 0208 816 2028 Fax: 0208 906 4477

...h #2, the coxph style, to try to remove redundant covariates. Not sure if there's a graceful way not involving string matching 4. Any existing elegant approaches to interpreting the dot? Or should I just do string matching to delete duplicate variables from the terms object. Thanks, Greg Greg Ridgeway Associate Professor University of Pennsylvania

...and a few demos of example gbm sessions. gbm 1.0 will soon appear on CRAN. Earlier versions have been up for a few months and the latest includes many of the suggestions and fixes sent to me by the early adopters. Enjoy! Greg _______________________________________________________________ Greg Ridgeway, Ph.D. Statistician RAND http://www.rand.org/methodology/stat/ _______________________________________________ R-announce at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-announce

...and a few demos of example gbm sessions. gbm 1.0 will soon appear on CRAN. Earlier versions have been up for a few months and the latest includes many of the suggestions and fixes sent to me by the early adopters. Enjoy! Greg _______________________________________________________________ Greg Ridgeway, Ph.D. Statistician RAND http://www.rand.org/methodology/stat/ _______________________________________________ R-announce at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-announce

Hi, there: I am always experiencing the scalability of some R packages. This time, I am trying gbm to do adaboosting on my project. Initially I tried to grow trees by using rpart on a dataset with 200 variables and 30,000 observations. Now, I am thinking if I can apply adaboosting on it. I am wondering if here is anyone who did a similar thing before and can provide some sample codes. Also any

...cludes a vignette containing some basic theory and walks through two examples. It is available by typing vignette("twang") at the R prompt after loading the library. Background on the methodology with an application to evaluating drug treatment programs is available in McCaffrey, D., G. Ridgeway, A. Morral (2004). "Propensity score estimation with boosted regression for evaluating adolescent substance abuse treatment," Psychological Methods 9(4):403-425. -------------------- This email message is for the sole use of the intended recip...{{dropped}} ___________________________...

HI, Dear Greg and R community, I have one question about the output of gbm package. the output of Boosting should be f(x), from it , how to calculate the probability for each observations in data set? SInce it is stochastic, how can guarantee that each observation in training data are selected at least once? IF SOME obs are not selected, how to calculate the training error? Thanks? --

...the redundancy of my server... Have I suddenly started doing something wrong, or is there a new bug out there that needs whacking ? I'd be grateful for your comments! Jake -- Dr J. Grimmett Computer Systems Manager Division of Molecular Structure National Institute for Medical Research The Ridgeway Mill Hill London, NW7 1AA Tel: 0208 816 2028 Fax: 0208 906 4477

Dear gbm users, When running predict.gbm() on a "large" dataset (150,000 rows, 300 columns, 500 trees), I notice that the memory used by R grows beyond reasonable limits. My 14GB of RAM are often not sufficient. I am interpreting this as a memory leak since there should be no reason to expand memory needs once the data are loaded and passed to predict.gbm() ? Running R version 2.9.2 on

...trol the creation of the .xauth file: I've tried adding XAUTHORITY=/root/xauth/xauth to /root/bashrc and this does not work, so any ideas are welcome! Many thanks, Jake -- Dr J. Grimmett Computer Systems Manager Division of Molecular Structure National Institute for Medical Research The Ridgeway Mill Hill London, NW7 1AA

Dear List, I am having difficulty running the ps() function when variables are stored as factors and was hoping someone could provide some advice on how to proceed. I am running propensity score matching as outlined in: Greg Ridgeway, Dan McCarey, Andrew Morral, Lane Burgette and Beth Ann Grin (May 3, 2013) Toolkit for Weighting and Analysis of Nonequivalent Groups: A tutorial for the twang package and have a question about using unordered categorical variables as a covariates. The tutorial indicates that: "There is no...

Dear all, the help file for predict.gbm states that "The predictions from gbm do not include the offset term. The user may add the value of the offset to the predicted value if desired." I am just not sure how exactly, especially for a Poisson model, where I believe the offset is multiplicative ? For example: library(MASS) fit1 <- glm(Claims ~ District + Group + Age +