[R] randomForest partial dependence plots

2008-08-30 Thread Christopher Schwalm

Hello ALL,

I'm unsure how to interpret partial dependence plots and had 2 questions:

Does the randomForest library scale partial dependence plots such that zero 
on the y axis is mean(y)? I am also unclear as to why the range of y on 
these plots is smaller than what is in the dataset.


Also I have noticed that partial dependence plots cluster around the mean 
response. That is, if I'm looking at the partial dependence plot of y given 
x1, x2, x3 and I standardize the x's (so they scale sensibly to be 
displayed on one graph) then everything seems to meet at mean(y) and 
z-score of 0 for all x's. The match is not exact but is close and shows up 
in all partial dependence plots I've looked at for this particular project. 
A sample graph of this is here:


img213 imagevenue com/img php?image=48746_partial_plot_122_538lo jpg

[replace spaces with dots, this bounces otherwise]

I am unsure if this means anything or if it's built in (like a SLR going 
thru the mean of x an y). I should note that for this example I have 
assumed that the y-axis is not scaled somehow (see first question).


Any insight appreciated. Thanks for your time.

Christopher

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[R] Using tune with gbm --grid search for best hyperparameters

2008-03-05 Thread Christopher Schwalm
Hello LIST,

I'd like to use tune from e1071 to do a grid search for hyperparameter 
values in gbm. However, I can not get this to work. I note that there is no 
wrapper for gbm but that it is possible to use non-wrapped functions (like 
lm) without problem. Here's a snippet of code to illustrate.

> data(mtcars) obj <- 
> gbm(mpg~disp+wt+carb,data=mtcars,distribution="gaussian",n.trees=1000,n.minobsinnode=5)
>  
> summary(obj) #just to demonstrate that gbm worked
   var   rel.inf
1 disp 55.185469
2   wt 40.198605
3 carb  4.615926
# now let's find the best value for n.minobsinnode using tune
> tune.obj <- 
> tune(gbm,mpg~disp+wt+carb,data=mtcars,distribution="gaussian",n.trees=1000,n.minobsinnode=c(5,10,15))
Error in function (formula = formula(data), distribution = "bernoulli",  : 
  unused argument(s) (subset = c(23, 9, 18, 26, 32, 28, 16, 5, 25, 24, 21, 
8, 6, 7, 13, 1, 30, 17, 2, 29, 3, 27, 31, 12, 15, 11, 4, 22))

I've tried many variations on syntax --too many to count. But this error 
message will not go away. Does tune simply not work with gbm or is 
something else going on. Many thanks for any insight.

Christopher

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[R] Cryptic error message using RuleFit

2008-02-26 Thread Christopher Schwalm
Hello LIST,

In using Rulefit I;ve bee nabel to fit a model using rulefit without 
incident. However, when trying to use intnull and interact things go 
astray.

> rf=rulefit(x,"N", cat.vars="H", 
> not.used=c("G","T"),huber=0.9,path.speed=1);
[snip]
RuleFit model 2/26/2008 2:17p
ave(abs(error)) terms path steps
84.16 110 8301

> null.mod <- intnull()
[snip building trees and fitting rules]
Warning messages:
1: In system("mv -f rulefit.mod mod.sv") : mv not found
2: In system("mv -f rulefit.sum sum.sv") : mv not found
3: In system("mv -f rfout out.sv") : mv not found
4: In system("mv -f train.y train.sv") : mv not found
5: In system("mv -f mod.sv rulefit.mod") : mv not found
6: In system("mv -f sum.sv rulefit.sum") : mv not found
7: In system("mv -f train.sv train.y") : mv not found
8: In system("mv -f out.sv rfout") : mv not found

> int = interact(c("A", "M", "H", "P"), null.mod)
Error in interact(c("A", "M", "H", "P"), null.mod) : 
  input null.mods inconsistent with RuleFit home directory model.

Something is amiss with the directory but it looks fine (the files from rf 
are present and where they should be based on the installation notes) and I 
can not figure out what the missing piece here is. Any insight appreciated.

Thanks,
Christopher

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[R] Package for Multiple Additive Regression Trees

2008-02-13 Thread Christopher Schwalm
Hello List,

I've been unsuccessful in tracking down a package that does MART. J 
Friedman's website has a page that mentions an R implementation but the 
links lead nowhere. There is also a nice walkthru/vignette pdf on his site. 
But I can not find this package anywhere. Perhaps it's commercial? Does 
anyone know of where it might be available or of any other R package (or 
Matlab toolbox) that can do MART?

Many thanks,
Christopher

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