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harrysouthworth / gbm

Gradient boosted models
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Gamma tweedie #26

Closed RyanMichaluk closed 10 years ago

RyanMichaluk commented 10 years ago

Added 'gamma' and 'tweedie' distributions. Both use a log link function.

RyanMichaluk commented 10 years ago

Just wanted to give you a heads up that the I followed the suggestion made to make the power parameter something that could be passed in as a list with the 'tweedie' distribution name. Usage is like the quantile distirbution, for example

distribution = list(name="tweedie", power=1.9)

If distribution = "tweedie" is used it defaults to a power of 1.5.