Boosting regression models
Chapter 5, Boosting, introduced the boosting method for trees when we had a categorical variable of interest. The adaptation of boosting to the regression problem requires lot of computational changes. For more information, refer to papers by Zemel and Pitassi (2001), http://papers.nips.cc/paper/1797-a-gradient-based-boosting-algorithm-for-regression-problems.pdf , or Ridgeway, et al. (1999), http://dimacs.rutgers.edu/Research/MMS/PAPERS/BNBR.pdf.
The gbm
function from the gbm
library will be used to boost the weak learners generated by using random forests. We generate a thousand trees, n.trees=1e3
, and use the shrinkage
factor of 0.05
, and then boost the regression trees using the gradient boosting algorithm for regression data:
> housing_gbm <- gbm(formula=HT_Formula,data=HT_Build,distribution = "gaussian", + n.trees=1e3,shrinkage = 0.05,keep.data=TRUE, + interaction.depth=1, + cv.folds...