R-Help, Please help me understand why these models and predictions are different:
library(gbm) set.seed(32321) N <- 1000 X1 <- runif(N) X2 <- 2*runif(N) X3 <- ordered(sample(letters[1:4],N,replace=TRUE),levels=letters[4:1]) X4 <- factor(sample(letters[1:6],N,replace=TRUE)) X5 <- factor(sample(letters[1:3],N,replace=TRUE)) X6 <- 3*runif(N) mu <- c(-1,0,1,2)[as.numeric(X3)] SNR <- 10 # signal-to-noise ratio Y <- X1**1.5 + 2 * (X2**.5) + mu sigma <- sqrt(var(Y)/SNR) Y <- Y + rnorm(N,0,sigma) # introduce some missing values X1[sample(1:N,size=500)] <- NA X4[sample(1:N,size=300)] <- NA data <- data.frame(Y=Y,X1=X1,X2=X2,X3=X3,X4=X4,X5=X5,X6=X6) set.seed(32321) gbm.formula <- gbm(Y~X1+X2+X3+X4+X5+X6, # formula data=data, # dataset distribution="gaussian", # see the help for other choices n.trees=1000, # number of trees shrinkage=0.05, # shrinkage or learning rate, # 0.001 to 0.1 usually work interaction.depth=3, # 1: additive model, 2: two-way interactions, etc. bag.fraction = 0.5, # subsampling fraction, 0.5 is probably best train.fraction = 1, # fraction of data for training, # first train.fraction*N used for training n.minobsinnode = 10, # minimum total weight needed in each node keep.data=TRUE, # keep a copy of the dataset with the object verbose=FALSE) # don't print out progress set.seed(32321) gbm.Fit <- gbm.fit(x=data[,-1],y=Y, distribution="gaussian", # see the help for other choices n.trees=1000, # number of trees shrinkage=0.05, # shrinkage or learning rate, # 0.001 to 0.1 usually work interaction.depth=3, # 1: additive model, 2: two-way interactions, etc. bag.fraction = 0.5, # subsampling fraction, 0.5 is probably best nTrain=length(Y), # first train.fraction*N used for training n.minobsinnode = 10, # minimum total weight needed in each node keep.data=TRUE, # keep a copy of the dataset with the object verbose=FALSE) # don't print out progress all.equal(predict(gbm.formula,n.trees=100), predict(gbm.Fit,n.trees=100)) > [1] "Mean relative difference: 0.3585409" #all.equal(gbm.formula,gbm.Fit) no! (Based on the package examples) Thanks *David Katz*| IAG, TIBCO Spotfire [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.