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Generalized Boosted Models: A Guide to the gbm Package3 months ago
High-level description of stochastic gradient boosting | Gradient boosting in more detail | Friedman's gradient boosting machine | Improving boosting methods using control of the learning rate, sub-sampling, and a decomposition for interpretation | Decreasing the learning rate | Variance reduction using subsampling | ANOVA decomposition | Relative influence | Common user options | Loss function | The relationship between shrinkage and number of iterations | Estimating the optimal number of iterations
Getting Started with the gbm3 Package3 months ago
Example dataset | Creating a gbm distribution object | Setting training parameters | Additional variable and fitting parameters | Cross Validation | Parallelisation | Putting it all together | Default behaviour | Identifying the optimal iteration | Fitting additional trees | Predictions on other data | Relative influence of predictors | Plotting the marginal effects of selected variables | Additional useful functions
Guide to the Cox Proportional Hazards Model with gbm33 months ago
Setting up data and the distribution object | Creating a boosted model | Strata Updates | Role of additional parameters in GBMDist | ties and prior_node_coeff_var | Description of the underlying algorithm - specifically for CoxPH
Model Specific Parameters3 months ago
Distributions with model specific parameters | Cox proportional hazards model | Pairwise distribution | Quantile | TDist | Tweedie
Generalized Boosted Models: A guide to the gbm package3 months ago
Gradient boosting | Friedman's gradient boosting machine | Improving boosting methods using control of the learning rate, sub-sampling, and a decomposition for interpretation | Decreasing the learning rate | Variance reduction using subsampling | ANOVA decomposition | Relative influence | Common user options | Loss function | The relationship between shrinkage and number of iterations | Estimating the optimal number of iterations
Introduction to cosmic6 months ago
Load the Seattle example | Fit the COSMIC model | Check sampler diagnostics | Summarize officers relative to their peers | Flag officers in the tails of the peer distribution | Optional posterior extraction