gbm.perf {gbm} | R Documentation |
Estimates the optimal number of boosting iterations for a gbm
object and
optionally plots various performance measures
gbm.perf(object, plot.it = TRUE, oobag.curve = FALSE, overlay = TRUE, method)
object |
a |
plot.it |
an indicator of whether or not to plot the performance measures.
Setting |
oobag.curve |
indicates whether to plot the out-of-bag performance measures in a second plot. |
overlay |
if TRUE and oobag.curve=TRUE then a right y-axis is added to the training and test error plot and the estimated cumulative improvement in the loss function is plotted versus the iteration number. |
method |
indicate the method used to estimate the optimal number
of boosting iterations. |
gbm.perf
returns the estimated optimal number of iterations. The method
of computation depends on the method
argument.
Greg Ridgeway gregr@rand.org
G. Ridgeway (2003). "A note on out-of-bag estimation for estimating the optimal number of boosting iterations," a working paper available at http://www.i-pensieri.com/gregr/gbm.shtml.