gbev.fit {gbev} | R Documentation |
Help function for fitting boosted regression trees with errors-in-variables.
gbev.fit(w,y, weights=NULL, measErrorModel=NULL, method="L2", indepFitUpdate=1, nboost=1000, lambda=100, maxDepth=2, m=1, minSplit=10, minBucket=0, sPoints=10, mc=2, intermPred=10, maxSplitAttempts=10)
w |
Matrix of covariates. |
y |
A vector of responses. |
weights |
Weights applied to observations. Defaults to 1. |
measErrorModel |
This is a list specifying the distribution of the latent covariates and the measurement error. Here it is assumed that the latent covariates are a mixture of normals (possibly multivariate), and that the measurement error is normally distributed. See examples below for details. |
method |
Can be L2 for squared error loss, logLike for binary regression with negative log-likelihood loss. |
indepFitUpdate |
If indepFitUpdate=1 then model fit is updated using independent MC-sample,
else the fit is updated using the same MC-sample as used in tree fitting. |
nboost |
Number of boosting iterations to perform. |
lambda |
Regularization parameter. |
maxDepth |
Determines maximum interaction depth of trees fit. maxDepth=2 fits stumps. |
m |
Number of randomly sampled covariates used to split node, usually set to number of covariates. |
minSplit |
Minimum expected number of observations in a node for it to be split. |
minBucket |
Minimum expected number of observations in a node. |
sPoints |
Number of points sampled at random from which to choose split. |
mc |
Number of Monte-Carlo samples drawn to compute node probabilities. |
intermPred |
Increments of iterations at which intermediate predictions are saved,
required for cvLoss function. |
maxSplitAttempts |
Maximum number of attempts at finding a valid split point. When
splitting a node, sPoints candidate splits are supposed
to be found for each covariate, however, each randomly sampled split point
does not necessarily give
a valid split point (i.e. a point satisfying minBucket and minSplit ), and
maxSplitAttempts is the maximum number of attempts at finding such a point.
. |
This function is called by gbev
but is not intended for
end-user use.