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.