How to get the variance of a regression prediction in xgboost?How to use XGBoost algorithm for regression in R?muti output regression in xgboostWhat is the final model of xgboost?Custom objective function in xgboost for Regressionxgboost regression predict same valueXGBoost (Python) Prediction for Survival ModelProblem in residual plot of a Regression XGBoost modelXGBoost best max_depth=1
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How to get the variance of a regression prediction in xgboost?
How to use XGBoost algorithm for regression in R?muti output regression in xgboostWhat is the final model of xgboost?Custom objective function in xgboost for Regressionxgboost regression predict same valueXGBoost (Python) Prediction for Survival ModelProblem in residual plot of a Regression XGBoost modelXGBoost best max_depth=1
.everyoneloves__top-leaderboard:empty,.everyoneloves__mid-leaderboard:empty,.everyoneloves__bot-mid-leaderboard:empty margin-bottom:0;
I want to know how well a prediction is by looking at the variance. Does xgboost provide a variance output for regression?
regression xgboost
asked Mar 27 at 4:04
John KarasevJohn Karasev
74 bronze badges
|
show 1 more comment
I want to know how well a prediction is by looking at the variance. Does xgboost provide a variance output for regression?
regression xgboost
asked Mar 27 at 4:04
John KarasevJohn Karasev
74 bronze badges
Xgboost works with several different languages, do hou have any preferences for language?
– James Phillips
Mar 27 at 13:19
not really, currently I am using a binding for rust
– John Karasev
Mar 27 at 16:08
what kind of variance are you interested in? In a sense, what would it be evaluated on? I'm not aware of a dedicated procedure for GBMs, as learnig iterations are incremental. In contrast, in random forest model one could simply evaluate the variance over all trees (the main prediction being the average over the same trees)
– Mykhailo Lisovyi
Mar 30 at 10:30
given a current leaf, I need to just calculate the variance of all the data points in the current leaf right?
– John Karasev
Mar 30 at 22:56
but there is the problem of ensemble trees, where it will have multiple leafs and some weighted avg between the trees
– John Karasev
Mar 30 at 23:00
|
show 1 more comment
I want to know how well a prediction is by looking at the variance. Does xgboost provide a variance output for regression?
regression xgboost
asked Mar 27 at 4:04
John KarasevJohn Karasev
74 bronze badges
I want to know how well a prediction is by looking at the variance. Does xgboost provide a variance output for regression?
regression xgboost
regression xgboost
asked Mar 27 at 4:04
John KarasevJohn Karasev
74 bronze badges
asked Mar 27 at 4:04
John KarasevJohn Karasev
74 bronze badges
asked Mar 27 at 4:04
John KarasevJohn Karasev
74 bronze badges
asked Mar 27 at 4:04
John KarasevJohn Karasev
74 bronze badges
asked Mar 27 at 4:04
John KarasevJohn Karasev
74 bronze badges
74 bronze badges
Xgboost works with several different languages, do hou have any preferences for language?
– James Phillips
Mar 27 at 13:19
not really, currently I am using a binding for rust
– John Karasev
Mar 27 at 16:08
what kind of variance are you interested in? In a sense, what would it be evaluated on? I'm not aware of a dedicated procedure for GBMs, as learnig iterations are incremental. In contrast, in random forest model one could simply evaluate the variance over all trees (the main prediction being the average over the same trees)
– Mykhailo Lisovyi
Mar 30 at 10:30
given a current leaf, I need to just calculate the variance of all the data points in the current leaf right?
– John Karasev
Mar 30 at 22:56
but there is the problem of ensemble trees, where it will have multiple leafs and some weighted avg between the trees
– John Karasev
Mar 30 at 23:00
|
show 1 more comment
Xgboost works with several different languages, do hou have any preferences for language?
– James Phillips
Mar 27 at 13:19
not really, currently I am using a binding for rust
– John Karasev
Mar 27 at 16:08
what kind of variance are you interested in? In a sense, what would it be evaluated on? I'm not aware of a dedicated procedure for GBMs, as learnig iterations are incremental. In contrast, in random forest model one could simply evaluate the variance over all trees (the main prediction being the average over the same trees)
– Mykhailo Lisovyi
Mar 30 at 10:30
given a current leaf, I need to just calculate the variance of all the data points in the current leaf right?
– John Karasev
Mar 30 at 22:56
but there is the problem of ensemble trees, where it will have multiple leafs and some weighted avg between the trees
– John Karasev
Mar 30 at 23:00
Xgboost works with several different languages, do hou have any preferences for language?
– James Phillips
Mar 27 at 13:19
Xgboost works with several different languages, do hou have any preferences for language?
– James Phillips
Mar 27 at 13:19
not really, currently I am using a binding for rust
– John Karasev
Mar 27 at 16:08
not really, currently I am using a binding for rust
– John Karasev
Mar 27 at 16:08
what kind of variance are you interested in? In a sense, what would it be evaluated on? I'm not aware of a dedicated procedure for GBMs, as learnig iterations are incremental. In contrast, in random forest model one could simply evaluate the variance over all trees (the main prediction being the average over the same trees)
– Mykhailo Lisovyi
Mar 30 at 10:30
what kind of variance are you interested in? In a sense, what would it be evaluated on? I'm not aware of a dedicated procedure for GBMs, as learnig iterations are incremental. In contrast, in random forest model one could simply evaluate the variance over all trees (the main prediction being the average over the same trees)
– Mykhailo Lisovyi
Mar 30 at 10:30
given a current leaf, I need to just calculate the variance of all the data points in the current leaf right?
– John Karasev
Mar 30 at 22:56
given a current leaf, I need to just calculate the variance of all the data points in the current leaf right?
– John Karasev
Mar 30 at 22:56
but there is the problem of ensemble trees, where it will have multiple leafs and some weighted avg between the trees
– John Karasev
Mar 30 at 23:00
but there is the problem of ensemble trees, where it will have multiple leafs and some weighted avg between the trees
– John Karasev
Mar 30 at 23:00
|
show 1 more comment
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Xgboost works with several different languages, do hou have any preferences for language?
– James Phillips
Mar 27 at 13:19
not really, currently I am using a binding for rust
– John Karasev
Mar 27 at 16:08
what kind of variance are you interested in? In a sense, what would it be evaluated on? I'm not aware of a dedicated procedure for GBMs, as learnig iterations are incremental. In contrast, in random forest model one could simply evaluate the variance over all trees (the main prediction being the average over the same trees)
– Mykhailo Lisovyi
Mar 30 at 10:30
given a current leaf, I need to just calculate the variance of all the data points in the current leaf right?
– John Karasev
Mar 30 at 22:56
but there is the problem of ensemble trees, where it will have multiple leafs and some weighted avg between the trees
– John Karasev
Mar 30 at 23:00