Hi Axel, I do not have a nice explanation why the results differ off the top of my head. I can say I can replicate what you get on 32/64 (both Windows 7) bit with the development version of R and gbm_1.6-3.1.
Here is an even simpler example that shows the difference: gbmfit <- gbm(1:50 ~ I(50:1) + I(60:11), distribution = "gaussian") summary(gbmfit) I copied that package maintainer. Cheers, Josh On Fri, Feb 25, 2011 at 7:29 PM, Axel Urbiz <axel.ur...@gmail.com> wrote: > Dear List, > > The gbm package on Win 7 produces different results for the > relative importance of input variables in R 32-bit relative to R 64-bit. Any > idea why? Any idea which one is correct? > > Based on this example, it looks like the relative importance of 2 perfectly > correlated predictors is "diluted" by half in 32-bit, whereas in 64-bit, one > of these predictors gets all the importance and the other gets none. I found > this interesting. > > ### Sample code > > library(gbm) > set.seed(12345) > xc=matrix(rnorm(100*20),100,20) > y=sample(1:2,100,replace=TRUE) > xc[,2] <- xc[,1] > gbmfit <- gbm(y~xc[,1]+xc[,2] +xc[,3], distribution="gaussian") > summary(gbmfit) > > ### Results on R 2.12.0 (32-bit) > > var rel.inf > 1 xc[, 3] 49.76143 > 2 xc[, 1] 27.27432 > 3 xc[, 2] 22.96425 >> > ### Results on R 2.12.0 (64-bit) >> summary(gbmfit) > var rel.inf > 1 xc[, 1] 50.23857 > 2 xc[, 3] 49.76143 > 3 xc[, 2] 0.00000 > > Thanks, > Axel. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Joshua Wiley Ph.D. Student, Health Psychology University of California, Los Angeles http://www.joshuawiley.com/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.