predict.gbm {gbm}R Documentation

Predict method for GBM Model Fits

Description

Predicted values based on a generalized boosted model object

Usage

predict.gbm(object,newdata,n.trees,
            type="link",
            single.tree=FALSE,
            ...)

Arguments

object Object of class inheriting from (gbm.object)
newdata Data frame of observations for which to make predictions
n.trees Number of trees used in the prediction
type The scale on which gbm makes the predictions
single.tree If single.tree=TRUE then predict.gbm returns only the predictions from tree n.trees.
... further arguments passed to or from other methods

Details

predict.gbm runs each observation in newdata through the trees described by object$trees[1:n.trees], the first n.trees in the boosting sequence. The function returns sum of the predictions from each of the trees.

If object was fit using gbm.fit there will be no Terms component. Therefore, the user has greater responsibility to make sure that newdata is of the same format (order and number of variables) as the one originally used to fit the model.

Value

Returns a vector of predictions. By default the predictions are on the scale of f(x). For example, for the Bernoulli loss the returned value is on the log odds scale, poisson loss on the log scale, and coxph is on the log hazard scale.
If link="response" then gbm converts back to the same scale as the outcome. Currently the only effect this will have is returning probabilities for bernoulli and expected counts for poisson. For the other distributions "response" and "link" return the same.

Author(s)

Greg Ridgeway gregr@rand.org

See Also

gbm, gbm.object


[Package Contents]