evalerr

Compute prediction errors for classification and regression problems.

internal

Functional gradient descent algorithm for a variety of convex and non-convex loss functions, for both classical and robust regression and classification problems. See Wang (2011) <doi:10.2202/1557-4679.1304>, Wang (2012) <doi:10.3414/ME11-02-0020>, Wang (2018) <doi:10.1080/10618600.2018.1424635>, Wang (2018) <doi:10.1214/18-EJS1404>.

Zhu Wang

Gradient Boosting

Torsten Hothorn

evalerr function

<dl> <dt>family</dt>
<dd>a family used in <code>bst</code>. Classification or regression family.</dd> <dt>y</dt>
<dd>response variable. For classification problems, y must be 1/-1.</dd> <dt>yhat</dt>
<dd>predicted values.</dd></dl>

Arguments

Author

Compute prediction errors — evalerr

<dl>

 <dt>family</dt>
<dd>a family used in <code>bst</code>. Classification or regression family.</dd>

 <dt>y</dt>
<dd>response variable. For classification problems, y must be 1/-1.</dd>

 <dt>yhat</dt>
<dd>predicted values.</dd>

</dl>

evalerr: Compute prediction errors

Description

Usage

Value

Arguments

Author

Details