topic Re: Generalized Boosted Regression (GBM) in Statistical Procedures

Generalized Boosted Regression (GBM)

prooney2 — Wed, 27 Jul 2011 20:23:33 GMT

Hi, does anyone know if SAS or SAS users have implemented the generalized boosted regression techniques as found in Greg Ridgeway's R package gbm?

Thanks for your help!

Re: Generalized Boosted Regression (GBM)

AndrewZ — Mon, 03 Dec 2012 21:21:54 GMT

I've looked into it, and I am pretty sure there is no SAS implementation of GBM. Please let me know if you hear otherwise.

Based on how nicely I can model neural networks and decision trees in R and export the models to SAS as SAS code through metaprogramming, I've been hoping to do the same for GBM, but because of time constraints, I haven't gotten very far.

Re: Generalized Boosted Regression (GBM)

Zelazny7 — Wed, 21 May 2014 18:10:00 GMT

I have created an R function that exports a completed GBM model into SAS if-then-else logic. If you would like it, we can arrange a means of sharing it.

Re: Generalized Boosted Regression (GBM)

bulldog — Fri, 16 Oct 2015 23:51:10 GMT

I haved written R code for GBM and would like to transfer to SAS code. Would you be able to share your method to transfer R code into SAS if-then-else logic? Thanks!

Re: Generalized Boosted Regression (GBM)

AndrewZ — Mon, 02 Nov 2015 20:21:12 GMT

To use Generalized Boosted Regression (GBM) in SAS, please see the mlmeta package. After training the model in R, mlmeta converts the model to simple (but long) SAS code such that it can be used in Base SAS independently of R.