Bug#805395: predict.gbm() using single.tree=TRUE does not return the correct predictions with multinomial distribution
Andreas Tille
andreas at fam-tille.de
Wed Mar 28 06:15:33 UTC 2018
Hi David,
thanks for your quick response.
I need to admit I'm lacking the background to understand your example
but I read your mail that you agree that version 2.1.1 is buggy. The
bug does not contain any input data to reproduce the issue for version
2.1.3. Would you be able to reproduce it or may be it is even fixed
in the latest version? If not could you imagine a fix or do you think
it can be fixed in the upcoming gbm3? If yes to the last question is
there any estimation when gbm3 will be available from CRAN?
Kind regards
Andreas
On Tue, Mar 27, 2018 at 09:47:47AM -0700, David Paulsen wrote:
> Hello,
>
> I clearly could have provided better documentation.
>
> There was an issue I believe in the predict function when single.tree was
> set to TRUE.
>
> The first 6 trees of the model are printed out to show the the first two
> trees for each of the three classes.
>
> The first set of predictions are shown for using 1 and 2 trees.
>
> The maths show that the manual addition of values from each of the trees
> match the first set of predictions.
>
> The second set of predictions do not match the expected result from each
> tree.
>
> Example:
> search document for 0.1126044 shows that the value of a two-tree prediction
> matches arithmetically, but the addend to 0.1126044 is not found in results
> for single.tree prediction.
>
> search document for -0.04196866 shows that this value is found
> in predictions for two-tree sum and single.tree = TRUE result, and switches
> class position from prediction set 1 to prediction set1 (single.tree).
>
> David
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