Plot GBM performance details

The train and validation error (in black and red respectively) are plotted against the iteration number. If the initial model was built with cross-validation, the cross-validation error is shown in green.

Usage

# S3 method for class 'GBMTPerformance'
plot(x, out_of_bag_curve = FALSE, overlay = TRUE, main = "", ...)

Arguments

x

a GBMTPerformance object (created by gbmt_performance)

out_of_bag_curve

indicates whether to plot the out-of-bag performance measures in a second plot.

overlay

if TRUE and out_of_bag_curve=TRUE then a right y-axis is added to the training and test error plot and the estimated cumulative improvement in the loss function is plotted versus the iteration number.

main

the main title for the plot.

...

currently ignored

Value

No return value, only plot generation

Details

The scale of the error measurement, shown on the left vertical axis, depends on the distribution argument used in the initial call to gbmt.