similar to: Using tune with gbm --grid search for best hyperparameters

I recently use gbm for a binary classification problem. As expected, it gets very good results, based on Area under ROC with 7-fold cross validation. However, the application (malware detection) is cost-sensitive, getting a FP (classify a clean sample as a dirty one) is much worse than getting a FN (miss a dirty sample). I would like to tune the gbm model biased to very low FP rate. For this

Hi R User, I was trying to find a final model in the following example by using the Boosted regression trees (GBM). The program gives the fitted values but I wanted to calculate the fitted value by hand to understand in depth. Would you give moe some hints on what is the final model for this example? Thanks KG ------- The following script I used #----------------------- library(dismo)

Dear All, I am far from being a guru about parallel programming. Most of the time, I rely or randomForest for data mining large datasets. I would like to give a try also to the gradient boosted methods in GBM, but I have a need for parallelization. I normally rely on gbm.fit for speed reasons, and I usually call it this way gbm_model <- gbm.fit(trainRF,prices_train, offset = NULL, misc =

On page 409 of "Applied Predictive Modeling" by Max Kuhn, it states that the gbm function can accomodate only two class problems when referring to the distribution parameter. >From gbm help re: the distribution parameter: Currently available options are "gaussian" (squared error), "laplace" (absolute loss), "tdist" (t-distribution

Dear R users, I’m trying to understand how correlated predictors impact the Relative Importance measure in Stochastic Boosting Trees (J. Friedman). As Friedman described “ …with single decision trees (referring to Brieman’s CART algorithm), the relative importance measure is augmented by a strategy involving surrogate splits intended to uncover the masking of influential variables by others

I am trying to call a C++ k-means function within R and I am struggling. I know that the below code is used to call a C++ function for gbm but how do I do it for k-means? gbm.obj <- .Call("gbm", Y=as.double(y), Offset=as.double(offset), X=as.double(x), X.order=as.integer(x.order),

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]]

Here is my code: mygbm<-gbm.fit(y=mytraindata[, 1], x=mytraindata[, -1], interaction.depth=4, shrinkage=0.001, n.trees=20000, bag.fraction=1, distribution="bernoulli") Here is the error: Error in gbm.fit(y = mytraindata[, 1], x = mytraindata[, -1], interaction.depth = 4, : The dataset size is too small or subsampling rate is too large: cRows*train.fraction*bag.fraction <=

Hi I am using boosting for a classification and prediction problem. For some reason it is giving me an outcome that doesn't fall between 0 and 1 for the predictions. I have tried type="response" but it made no difference. Can anyone see what I am doing wrong? Screen output shown below: > boost.model <- gbm(as.factor(train$simNuance) ~ ., # formula +

Hi I am using boosting for a classification and prediction problem. For some reason it is giving me an outcome that doesn't fall between 0 and 1 for the predictions. I have tried type="response" but it made no difference. Can anyone see what I am doing wrong? Screen output shown below: > boost.model <- gbm(as.factor(train$simNuance) ~ ., # formula +

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 +

Good afternoon Has anyone tried using Dr. Elith's BRT script? I cannot seem to run gbm.step from the installed gbm package. Is it something external to gbm? When I run the script itself <- gbm.step(data=model.data, gbm.x = colx:coly, gbm.y = colz, family = "bernoulli", tree.complexity = 5, learning.rate = 0.01, bag.fraction = 0.5) ... I

Hi, I have a geforce 4mx 440 agp 8x, and I'm trying to use the GBM library, (as jbarnes in: http://virtuousgeek.org/blog/index.php/jbarnes/2011/10/ and David Hermann in KMSCON: https://github.com/dvdhrm/kmscon), without success. when I try to create a gbm_device, I get: (below the code.) nouveau_drm_screen_create: unknown chipset nv18 dri_init_screen_helper: failed to create pipe_screen

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

I'm attempting to fit boosted regression trees to a censored response using IPCW weighting. I've implemented this through two libraries, mboost and gbm, which I believe should yield models that would perform comparably. This, however, is not the case - mboost performs much better. This seems odd. This issue is meaningful since the output of this regression needs to be implemented in a

 Hello   I have questions about gbm package.  It seems we have to devide data to two part (training set and test set) for first.   1- trainig set for running of gbm function 2- test set for gbm.perf      is it rigth? I have 123 sample that I devided 100 for trainig and 23 for test.   So, parameter of cv.folds in gbm function is for what?   Thanks alot Azam       [[alternative HTML

Hello, I'm not sure if Im posting this on the right place, my apologies if not. I'm using the package gbm to generate boosted trees models, and was wondering if there is a simple way of getting a graphical output for a single tree of the sequence. I know the function "pretty.gbm.tree" can be used to print information for a single tree, but I've been unable to find a way to

Dear R expert I have come across the GBM package for R and it seemed appropriate for my research. I am trying to predict the number of FPGA resources required by a Software Function if it were mapped onto hardware. As input I use software metrics (a lot of them). I already use several regression techniques, and the graphs I produce with GBM look promising. Now my question... I see that the

I'm running R 2.11.1 on 64 bit Debian. I've had no problem installing any other CRAN packages, but installing package "gbm" fails due to: *** installing help indices ** building package indices ... ** testing if installed package can be loaded Error : .onAttach failed in attachNamespace() for 'gbm', details: call: NULL error: 'packageVersion' is not an

Hi, i'm beginner in Bayesian methods, I'm reading the documentation about dlm package and kalman filters, I'm looking for a example of transformation of ARIMA in a state space equivalent to use the dlm package and calcualte the hyperparameters. Someone can help me about it?. If it's possible with a arima(1,0,1) example, or more complex model. While I have more examples best for me.