Boosting models for fitting generalized additive models for location, shape and scale (GAMLSS) to potentially high dimensional data. The current relase version can be found on CRAN (https://cran.r-project.org/package=gamboostLSS).
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Problem fitting a blackboost(LSS) model to toy data #58
I'm currently playing around with a toy example to get the blackboostLSS function working. That is, I set up a blackboost model (without LSS) which works fast and produces the expected results. However, when I use blackboostLSS the results are vastly different although I tried to keep all parameters equal.
Here is my code:
library(gamboostLSS)
library(partykit)
# Init boost control params
boost_ctrl <- boost_control(trace = TRUE)
# Init tree control params
tree_ctrl <- ctree_control()
# Fit blackboost model
bb <- blackboost(dist ~ speed,
data = cars,
control = boost_ctrl,
tree_controls = tree_ctrl)
### plot fit
plot(dist ~ speed, data = cars, main = "Blackboost Fit")
lines(cars$speed, predict(bb), col = "red")
# Fit blackboostLSS model
bb_lss <- blackboostLSS(formula = list(mu = dist ~ speed,
sigma = dist ~ speed),
data = cars,
method = "cyclic",
control = boost_ctrl,
tree_controls = tree_ctrl)
# plot fit
plot(dist ~ speed, data = cars, main = "BlackboostLSS fit")
lines(cars$speed, predict(bb_lss)$mu, col = "red")
Essentially I would expect the first and second plot to look very similar which clearly isn't the case.
I'm currently playing around with a toy example to get the blackboostLSS function working. That is, I set up a blackboost model (without LSS) which works fast and produces the expected results. However, when I use blackboostLSS the results are vastly different although I tried to keep all parameters equal.
Here is my code:
Essentially I would expect the first and second plot to look very similar which clearly isn't the case.
Any hint or advice would be highly appreciated.