我正在尝试查看 R 中增强树的 GBM 包的输出。下面我正在拟合一棵没有任何采样的树,以便将树与完整的数据集进行比较。首先,创建数据集:
set.seed(1973)
############## CREATE DATA#############################################
N <- 1000
X1 <- runif(N)
X2 <- 2*runif(N)
X3 <- ordered(sample(letters[1:4],N,replace=TRUE),levels=letters[4:1])
X4 <- factor(sample(letters[1:6],N,replace=TRUE))
X5 <- factor(sample(letters[1:3],N,replace=TRUE))
X6 <- 3*runif(N)
mu <- c(-1,0,1,2)[as.numeric(X3)]
SNR <- 10 # signal-to-noise ratio
Y <- X1**1.5 + 2 * (X2**.5) + mu
sigma <- sqrt(var(Y)/SNR)
Y <- Y + rnorm(N,0,sigma)
# introduce some missing values
X1[sample(1:N,size=500)] <- NA
X4[sample(1:N,size=300)] <- NA
data <- data.frame(Y=Y,X1=X1,X2=X2,X3=X3,X4=X4,X5=X5,X6=X6)
########################################################################
#Fit model##############################################################
gbm1 <- gbm(Y~X1+X2+X3+X4+X5+X6, # formula
data=data, # dataset
var.monotone=c(0,0,0,0,0,0), # -1: monotone decrease,
# +1: monotone increase,
# 0: no monotone restrictions
distribution="gaussian", # bernoulli, adaboost, gaussian,
# poisson, coxph, and quantile available
n.trees=1, # number of trees
shrinkage=1, # shrinkage or learning rate,
# 0.001 to 0.1 usually work
interaction.depth=1, # 1: additive model, 2: two-way interactions, etc.
bag.fraction = 1, # subsampling fraction, 0.5 is probably best
train.fraction = 1, # fraction of data for training,
# first train.fraction*N used for training
n.minobsinnode = 10, # minimum total weight needed in each node
keep.data=TRUE, # keep a copy of the dataset with the object
verbose=TRUE) # print out progress
###########################################################################
接下来,看树。我认为这表明 X2 的分裂值为 1.5。然而,这表明有 522 个记录了一个方向,而 478 个记录了另一个。查看数据,此记录拆分与计数不对应。有什么见解吗?这是一个错误吗?
pretty.gbm.tree(gbm1,i.tree = 1)
length(d<-subset(data, data$X2>1.50,3)[,1])