Generalized Boosted Regression (GBM)

[prooney2]

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!

[AndrewZ]

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.

[Zelazny7]

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.

[bulldog]

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!

[AndrewZ]

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.