- What evaluation metrics are available for GBM?
- Mean Residual DevianceNotes: 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.