topic Specification of PROC TREEBOOST in SAS Data Science

Specification of PROC TREEBOOST

pablorios — Mon, 26 Jun 2017 06:04:36 GMT

Hi,

Where can I find the full specification of PROC TREEBOOST ? I would need all the options of this procedure documented. I could only find this example from @JasonXin, but this is not the full documentation of it.

Thanks

Pablo

Re: Specification of PROC TREEBOOST

ChrisBrooks — Mon, 26 Jun 2017 08:47:45 GMT

To be honest I've never heard of Proc Treeboost before but there's another paper here with some documentation and discussion about it http://support.sas.com/resources/papers/proceedings17/0847-2017.pdf

Re: Specification of PROC TREEBOOST

pablorios — Mon, 26 Jun 2017 14:47:52 GMT

Thanks ! The PROC TREEBOOST is supposed to be the procedure used by the Gradient Boosting node in Enterprise Miner (EM), but I need to automate the optimization of its parameters using SAS code to avoid doing it manually from EM, ie.: search over a combination of ITERATIONS, SHRINKAGE, TRAINPROPORTION, etc. values from a SAS macro, instead of changing values from the node properties window in EM and running the flow manually each time I change a setting.

I will contact the the authors of the paper you're referring to to understand where did they get the specification of PROC TREEBOOST from; there are several properties of the EM Gradient Boosting node not used/mentioned in the paper.

It's really strange this procedure PROC TREEBOOST is not in the official SAS documentation.

Re: Specification of PROC TREEBOOST

pablorios — Mon, 26 Jun 2017 18:24:47 GMT

The authors of the paper above referred me to an official SAS document where the PROC TREEBOOST is specified, and is this one.