RForML之焦点包：gbm

本文先容R语言做呆板进修的焦点包：gbm</p> <p>![](http://img.shujuren.org/pictures/X0/5862740862579.png)</p> <p>### 一 gbm简介<br /> gbm是通用梯度回归模子（Generalized Boosted Regression Models）简称。<br /> gbm扩展了Freund and Schapire的**Adaboost算法**和Friedman的梯度晋升机（**gradient boosting machine**）。</p> <p>### 二、安装和加载gbm包<br /> 代码如下<br /> “`{r}<br /> if(!suppressWarnings(require(‘gbm’)))<br /> {<br /> install.packages(‘gbm’)<br /> require(‘gbm’)<br /> }<br /> “`</p> <p>### 三、gbm的应用<br /> 操作gbm办理分类问题，而且和决定树要领举办比拟阐明，案例先容如下。<br /> #### 1 第一步，生成数据集<br /> “`{r}<br /> set.seed(1234)<br /> n <- 2000<br /> X <- matrix(rnorm(10*n), n, 10)<br /> y <- rep(-1, n)<br /> y[apply(X*X, 1, sum) > qchisq(.5, 10)] <- 1<br /> dimnames(X)[[2]] <- c("x1", "x2", "x3", "x4", "x5", "x6", "x7", "x8", "x9", "x10")<br /> train.data <- as.data.frame(X)<br /> train.data$y <- y<br /> “`<br /> #### 2 第二步，操作决定树算法从train.data中进修法则集<br /> “`{r}<br /> library(rpart)<br /> rpart.fit <- rpart(as.factor(y) ~ . , data = train.data)<br /> “`<br /> #### 3 第三步，操作gbm包的adaboost算法从train.data中进修模子<br /> “`{r}<br /> library(‘gbm’)<br /> train.data$y1 <- ifelse(train.data$y == -1, 0, train.data$y)<br /> adaboost.gbm <- gbm(y1 ~ ., data=train.data, dist="adaboost", n.tree = 50, interaction.depth = 10)<br /> “`<br /> **说明：**因为AdaBoost算法要求响应值为0和1，故把变量y的值举办调动处理惩罚</p> <p>#### 4 第四步，模子机能评价<br /> “`{r}<br /> confusion <- function(a, b){<br /> tbl <- table(a, b)<br /> mis <- 1 – sum(diag(tbl))/sum(tbl)<br /> list(table = tbl, misclass.prob = mis)<br /> }</p> <p>dim(train.data)<br /> ##rapart算法模子机能<br /> confusion(as.factor(train.data$y), predict(rpart.fit, train.data, type=’class’))</p> <p>##AdaBoos算法模子机能<br /> confusion(train.data$y1 > 0, predict(adaboost.gbm, train.data, n.trees = 25) > 0)<br /> “`</p> <p>**功效如下：**<br /> 决定树算法的错误率是：0.211<br /> Adaboos算法的错误率，在回收25棵树做决定判定的时候，错误率是0</p> <p>### 参考资料：<br /> 1 gbm包文档：https://cran.r-project.org/web/packages/gbm/gbm.pdf<br /> 2 Adaboost算法：https://en.wikipedia.org/wiki/AdaBoost<br /> 3 GB算法：https://en.wikipedia.org/wiki/Gradient_boosting</p> <p>您在阅读中，有什么发起可能想法，请留言。</p> <p>假如您以为本文有收获，请小额赞赏，让我有动力继承写出高质量的文章。</p> <p>![](http://img.shujuren.org/pictures/TO/586273210233e.png)</p> </div> </article> <div class="tagcloud"><ul class='wp-tag-cloud' role='list'><h3>关键字：</h3> </ul> </div> <div class="col-sm-6 col-box bg-gray-light-2 contact-form"> <div role="form" class="wpcf7" id="wpcf7-f17097-o1" lang="zh-CN" dir="ltr"> <div class="screen-reader-response"></div> <form action="/rforml%e4%b9%8b%e7%84%a6%e7%82%b9%e5%8c%85%ef%bc%9agbm/#wpcf7-f17097-o1" method="post" class="wpcf7-form" enctype="multipart/form-data" novalidate="novalidate"> <div style="display: none;"> <input type="hidden" name="_wpcf7" value="17097" /> <input type="hidden" name="_wpcf7_version" value="5.1.3" /> <input type="hidden" name="_wpcf7_locale" value="zh_CN" /> <input type="hidden" name="_wpcf7_unit_tag" value="wpcf7-f17097-o1" /> <input type="hidden" name="_wpcf7_container_post" value="0" /> </div> 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