I am solving a multiclass classification problem and trying to use Generalized Boosted Models (gbm package in R). The issue I faced: caret's train
function with method="gbm"
seems not to work with multiclass data properly. A simple example is presented below.
library(gbm)
library(caret)
data(iris)
fitControl <- trainControl(method="repeatedcv",
number=5,
repeats=1,
verboseIter=TRUE)
set.seed(825)
gbmFit <- train(Species ~ ., data=iris,
method="gbm",
trControl=fitControl,
verbose=FALSE)
gbmFit
The output is
+ Fold1.Rep1: interaction.depth=1, shrinkage=0.1, n.trees=150
predictions failed for Fold1.Rep1: interaction.depth=1, shrinkage=0.1, n.trees=150
- Fold1.Rep1: interaction.depth=1, shrinkage=0.1, n.trees=150
+ Fold1.Rep1: interaction.depth=2, shrinkage=0.1, n.trees=150
...
+ Fold5.Rep1: interaction.depth=3, shrinkage=0.1, n.trees=150
predictions failed for Fold5.Rep1: interaction.depth=3, shrinkage=0.1, n.trees=150
- Fold5.Rep1: interaction.depth=3, shrinkage=0.1, n.trees=150
Aggregating results
Selecting tuning parameters
Fitting interaction.depth = numeric(0), n.trees = numeric(0), shrinkage = numeric(0) on full training set
Error in if (interaction.depth < 1) { : argument is of length zero
Yet if I try to use gbm without caret wrapper, I get nice results.
set.seed(1365)
train <- createDataPartition(iris$Species, p=0.7, list=F)
train.iris <- iris[train,]
valid.iris <- iris[-train,]
gbm.fit.iris <- gbm(Species ~ ., data=train.iris, n.trees=200, verbose=FALSE)
gbm.pred <- predict(gbm.fit.iris, valid.iris, n.trees=200, type="response")
gbm.pred <- as.factor(colnames(gbm.pred)[max.col(gbm.pred)]) ##!
confusionMatrix(gbm.pred, valid.iris$Species)$overall
FYI, code on line marked by ##!
converts a matrix of class probabilities returned by predict.gbm
to a factor of most probable classes. The output is
Accuracy Kappa AccuracyLower AccuracyUpper AccuracyNull AccuracyPValue McnemarPValue
9.111111e-01 8.666667e-01 7.877883e-01 9.752470e-01 3.333333e-01 8.467252e-16 NaN
Any suggestions how to make caret work properly with gbm on multiclass data?
UPD:
sessionInfo()
R version 2.15.3 (2013-03-01)
Platform: x86_64-pc-linux-gnu (64-bit)
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8 LC_PAPER=C LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] splines stats graphics grDevices utils datasets methods base
other attached packages:
[1] e1071_1.6-1 class_7.3-5 gbm_2.0-8 survival_2.36-14 caret_5.15-61 reshape2_1.2.2 plyr_1.8
[8] lattice_0.20-13 foreach_1.4.0 cluster_1.14.3 compare_0.2-3
loaded via a namespace (and not attached):
[1] codetools_0.2-8 compiler_2.15.3 grid_2.15.3 iterators_1.0.6 stringr_0.6.2 tools_2.15.3
This is an issue that I'm working on right now.
It would help if you posted the results of sessionInfo().
Also, getting the latest gbm off of https://code.google.com/p/gradientboostedmodels/ might solve the problem.
Max