shrink.gbm {gbm} | R Documentation |
Performs recursive shrinkage in each of the trees in a GBM fit using different shrinkage parameters for each variable.
shrink.gbm(object, n.trees, lambda = rep(10, length(object$var.names)), ...)
object |
A gbm.object |
n.trees |
the number of trees to use |
lambda |
a vector with length equal to the number of variables containing the shrinkage parameter for each variable |
... |
other parameters (ignored) |
This function is currently experimental. Used in conjunction with a gradient ascent search for inclusion of variables.
predF |
Predicted values from the shrunken tree |
objective |
The value of the loss function associated with the predicted values |
gradient |
A vector with length equal to the number of variables containing the derivative of the objective function with respect to beta, the logit transform of the shrinkage parameter for each variable |
This function is experimental.
Greg Ridgeway gregr@rand.org
Hastie, T. J., and Pregibon, D. "Shrinking Trees." AT&T Bell Laboratories Technical Report (March 1990). http://www-stat.stanford.edu/~hastie/Papers/shrinktree.ps