dnkamila / gradientboostedmodels

Automatically exported from code.google.com/p/gradientboostedmodels
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Add CV fitted values to output object #2

Closed GoogleCodeExporter closed 8 years ago

GoogleCodeExporter commented 8 years ago
What steps will reproduce the problem?
1. Print a model fit to a classification problem: dist='multinomial', 
'bernoulli', 'huberized'.

The confusion matrix is obtained using the optimal number of trees as decided 
by cross-validation or whatever method was selected. However, think about the 
cross-validation deviance and training set deviance plotted by gbm.perf. The 
confusion matrix is for predictions from a grossly overfit model, even though 
it uses the number of trees selected by cross-validation.

Need to either just get rid of the confusion matrix calculations, or get the 
cross-validation predictions somewhere within the cross-validation loop.

Original issue reported on code.google.com by harry.southworth on 9 Jan 2013 at 10:07

GoogleCodeExporter commented 8 years ago
Confusion matrices removed from print function.

I intend to take a look at whether they can be computed in the x-val loop once 
version 2 gets to CRAN.

Original comment by harry.southworth on 17 Jan 2013 at 4:49

GoogleCodeExporter commented 8 years ago
Add cv predictions to output object. This would enable computation of cv 
residuals, cv classification accuracy and confusion matrices.

Original comment by harry.southworth on 29 Jan 2013 at 11:12

GoogleCodeExporter commented 8 years ago
Done as of 2.0-9.8
Thanks go to Paul Metcalfe.

Original comment by harry.southworth on 12 Apr 2013 at 12:55