Generated Metrics ^^^^^^^^^^^^^^^^^ What evaluation metrics are available for GBM? ############################################## - MSE - RMSE - MAE - RMSLE - 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.