Skip to main content

Generated metrics

What evaluation metrics are available for GBM?​

  • MSE
  • RMSE
  • MAE
  • RMSLE
  • Mean Residual Deviance
note

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.

Feedback