Hi all
I'm wondering how I can have partial dependence plot when I'm using boosted decision tree?
Thanks
Hi Jason
Thanks for reply. No, I'm developing my boosted tree using start and end group nodes in EM.
Hi Jason
Many thanks for that, however I could not find my answer in that link. I'm wondering I can extract partial dependence plot in R easily but in SAS ...
It is so frustrating for me that I'm using SAS EM to develop my models in my PhD thesis and now I have to come back to R.
Hi Art,
I looked into the partial dependence plot (2D and 3D versions) for gradient boosting and random forest about a year ago. I was not particularly impressed. It seemed useful when you have 2 or 3 variables, but I wasn't sure where that leads you when you have 4+ variables.
Since all partial dependence takes into account is "marginal effect of a variable on the class probability (classification) or response (regression)", I would much rather look at the variable importance coming out of the gradient boosting node.
If you have more insights about these plots, I will be happy to bring this up in our next development meeting. I am specially interested if these plots are something you would use in a real data set with 4 or more variables.
Thanks!
-Miguel
Hi Miguel
Thanks for your reply. But Partial dependence plot can be used when you have more than 3 variables as well. Partial dependency assists in identifying interaction between different variable in model and have a better interpretation. For example in my study (traffic crash study) using importance variable shows that population density is a significant factor, however how I can find in flouncing of this variable on model. I mean, it is not clear increasing population density increased traffic crashes or decreased it. I know it is possible to find it in SAS model code but it is difficult and time consuming. (for instance
http://onlinepubs.trb.org/onlinepubs/conferences/2011/RSS/1/Chung,Y-S.pdf )
mnay thanks
Alireza
Thanks for the details, I will check out that paper and figure out if you can use a workaround to calculate them when you use Start/End group nodes.
Some input from one of my most tree-versed coworkers:
https://www.youtube.com/watch?v=f55onMzbmfY
Stay tuned and let's see if myself or someone from the community can come up with something.
Cheers,
M
How can you get a partial dependence plot out of the Gradient Boosting node in EM ?
Found out some good information on this here
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