| methods {mboost} | R Documentation |
Methods for models fitted by boosting algorithms.
## S3 method for class 'glmboost':
print(x, ...)
## S3 method for class 'gamboost':
print(x, ...)
## S3 method for class 'glmboost':
coef(object, ...)
## S3 method for class 'gamboost':
coef(object, ...)
## S3 method for class 'gamboost':
AIC(object, method = c("corrected", "classical", "gMDL"), ..., k = 2)
## S3 method for class 'glmboost':
AIC(object, method = c("corrected", "classical", "gMDL"),
df = c("trace", "actset"), ..., k = 2)
## S3 method for class 'gbAIC':
mstop(object, ...)
## S3 method for class 'gb':
mstop(object, ...)
## S3 method for class 'cvrisk':
mstop(object, ...)
## S3 method for class 'blackboost':
mstop(object, ...)
## S3 method for class 'gb':
predict(object, newdata = NULL, type = c("lp", "response"),
allIterations = FALSE, ...)
## S3 method for class 'blackboost':
predict(object, newdata = NULL, type = c("lp", "response"),
allIterations = FALSE, ...)
## S3 method for class 'gb':
fitted(object, type = c("lp", "response"), ...)
## S3 method for class 'gb':
logLik(object, ...)
object |
objects of class glmboost, gamboost,
blackboost or gbAIC. |
x |
objects of class glmboost or gamboost. |
newdata |
optionally, a data frame in which to look for variables with which to predict. |
type |
a character indicating whether the fit or the response (classes) should be predicted in case of classification problems. |
allIterations |
computes the (linear) predictor for all boosting iterations simultaneously and returns a matrix. |
method |
a character specifying if the corrected AIC criterion or a classical (-2 logLik + k * df) should be computed. |
df |
a character specifying how degrees of freedom should be computed:
trace defines degrees of freedom by the trace of the
boosting hat matrix and actset uses the number of
non-zero coefficients for each boosting iteration. |
k |
numeric, the penalty per parameter to be used; the default
k = 2 is the classical AIC. Only used when method = "classical". |
... |
additional arguments passed to callies. |
These functions can be used to extract details from fitted models. print
shows a dense representation of the model fit and coef extracts the
regression coefficients of a linear model fitted using the glmboost
function or the gamboost function.
The predict function can be used to predict the status of the response variable
for new observations whereas fitted extracts the regression fit for the observations
in the learning sample. When allIterations = TRUE, the matrix
of all (linear) predictors for boosting iterations 1 to mstop is returned.
For (generalized) linear and additive models, the AIC function can be used
to compute both the classical and corrected AIC (Hurvich et al., 1998, only available
when family = GaussReg() was used), which is useful for the determination
of the optimal number of boosting iterations to be applied (which can be extracted via
mstop). The degrees of freedom are either computed via the trace of the
boosting hat matrix (which is rather slow even for moderate sample sizes)
or the number of variables (non-zero coefficients) that entered the model so far
(faster but only meaningful for linear models fitted via gamboost
(see Hastie, 2007).
In addition, the general Minimum Description Length criterion (Buhlmann and Yu, 2006)
can be computed using function AIC.
Note that logLik and AIC only make sense when the corresponding
Family implements the appropriate loss function.
Clifford M. Hurvich, Jeffrey S. Simonoff and Chih-Ling Tsai (1998), Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion. Journal of the Royal Statistical Society, Series B, 20(2), 271–293.
Peter Buhlmann and Torsten Hothorn (2007), Boosting algorithms: regularization, prediction and model fitting. Statistical Science, 22(4), 477–505.
Travor Hastie (2007), Discussion of ``Boosting Algorithms: Regularization, Prediction and Model Fitting'' by Peter Buhlmann and Torsten Hothorn. Statistical Science, 22(4), 505.
Peter Buhlmann and Bin Yu (2006), Sparse Boosting. Journal of Machine Learning Research, 7, 1001–1024.
gamboost, glmboost and
blackboost for model fitting. See cvrisk for
cross-validated stoping iteration.
### a simple two-dimensional example: cars data
cars.gb <- glmboost(dist ~ speed, data = cars,
control = boost_control(mstop = 2000))
cars.gb
### initial number of boosting iterations
mstop(cars.gb)
### AIC criterion
aic <- AIC(cars.gb, method = "corrected")
aic
### coefficients for optimal number of boosting iterations
coef(cars.gb[mstop(aic)])
plot(cars$dist, predict(cars.gb[mstop(aic)]),
ylim = range(cars$dist))
abline(a = 0, b = 1)