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Hi All,

Just wanted to check if anyone has worked on gradient boosting technique (preferably using SAS E-miner) .

Great if you can share some good material/reference for the same.

- Introduction to gradient boosting 

- Using gradient boosting in E-miner (which parameters to tweak etc.)

- Interpreting the output

Thanks,

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A parameter to tweak could be the shrinkage or the number of iteration in SAS EM. SAS EM help can be a great place to look at.

●Breiman, L. Bagging predictors. Machine Learning, 24: 123-140, 1996.
●Breiman, L. Arcing Classifiers. Annals of Statistics, 26: 801-849, 1998.
●Breiman, L. Random Forests. Machine Learning, 45: 5-32, 2001.
●Dietterich, T.G. An Experimental Comparison of Three Methods for Constructing Ensembles of Decision Trees: Bagging, Boosting, and Randomization. Machine Learning, 40: 139-157, 2000.
●Friedman, J. H. Greedy function approximation: a gradient boosting machine. The Annals of Statistics, 29: 1189–1232, 2001.
●Friedman, J. H. Stochastic gradient boosting. Computations Statistics & Data Analysis , 38: 367–378, 2002.

If you are modeling rare events, tweak the leaf size to a smaller value. The default 0.1 might be too large for that case.

I second Eddy, press F1 to bring up EM Reference Help and see the doc for each node.

There should be some info in the sas online data mining community as well.

good luck!

-M

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