Generated Metrics

  • What evaluation metrics are available for GBM?
  • MSE
  • RMSE
  • MAE
  • Mean Residual Deviance
Notes: MSE = Mean Residual Deviance for Gaussian distributions. Also, look at Mean Residual Deviance when using quantile distributions.
  • How is variable importance determined?
Variable importance is determined by calculating the relative influence of each variable: whether that variable was selected during splitting in the tree building process and how much the squared error (over all trees) improved (decreased) as a result.