| gbm-package {gbm} | R Documentation |
This package implements extensions to Freund and Schapire's AdaBoost algorithm and J. Friedman's gradient boosting machine. Includes regression methods for least squares, absolute loss, logistic, Poisson, Cox proportional hazards partial likelihood, and AdaBoost exponential loss.
| Package: | gbm |
| Version: | 1.5-6 |
| Date: | 2006-1-20 |
| Depends: | R (>= 2.1.0), survival, lattice, mgcv |
| License: | GPL (version 2 or newer) |
| URL: | http://www.i-pensieri.com/gregr/gbm.shtml |
| Built: | R 2.2.1; i386-pc-mingw32; 2006-02-24 18:09:42; windows |
Index:
basehaz.gbm Baseline hazard function
calibrate.plot Calibration plot
gbm Generalized Boosted Regression Modeling
gbm.object Generalized Boosted Regression Model Object
gbm.perf GBM performance
plot.gbm Marginal plots of fitted gbm objects
predict.gbm Predict method for GBM Model Fits
pretty.gbm.tree Print gbm tree components
quantile.rug Quantile rug plot
relative.influence Methods for estimating relative influence
shrink.gbm L1 shrinkage of the predictor variables in a
GBM
shrink.gbm.pred Predictions from a shrunked GBM
summary.gbm Summary of a gbm object
Further information is available in the following vignettes:
gbm | Generalized Boosted Models: A guide to the gbm package (source, pdf) |
Greg Ridgeway gregr@rand.org
Y. Freund and R.E. Schapire (1997) “A decision-theoretic generalization of on-line learning and an application to boosting,” Journal of Computer and System Sciences, 55(1):119-139.
G. Ridgeway (1999). “The state of boosting,” Computing Science and Statistics 31:172-181.
J.H. Friedman, T. Hastie, R. Tibshirani (2000). “Additive Logistic Regression: a Statistical View of Boosting,” Annals of Statistics 28(2):337-374.
J.H. Friedman (2001). “Greedy Function Approximation: A Gradient Boosting Machine,” Annals of Statistics 29(5):1189-1232.
J.H. Friedman (2002). “Stochastic Gradient Boosting,” Computational Statistics and Data Analysis 38(4):367-378.
http://www.i-pensieri.com/gregr/gbm.shtml
http://www-stat.stanford.edu/~jhf/R-MART.html