Elizabeth, SA.
- Original Message
From: roger koenker [EMAIL PROTECTED]
To: Mark Difford [EMAIL PROTECTED]
Cc: R-help list r-help@stat.math.ethz.ch
Sent: Wednesday, 20 December, 2006 3:57:02 PM
Subject: Re: [R] RuleFit quantreg: partial dependence plots; showing an effect
They are entirely
Dear List,
I would greatly appreciate help on the following matter:
The RuleFit program of Professor Friedman uses partial dependence plots
to explore the effect of an explanatory variable on the response
variable, after accounting for the average effects of the other
variables. The plot method
They are entirely different: Rulefit is a fiendishly clever
combination of decision tree formulation
of models and L1-regularization intended to select parsimonious fits
to very complicated
responses yielding e.g. piecewise constant functions. Rulefit
estimates the conditional
mean of
Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of roger koenker
Sent: Wednesday, December 20, 2006 8:57 AM
To: Mark Difford
Cc: R-help list
Subject: Re: [R] RuleFit quantreg: partial dependence plots; showing an
effect
They are entirely different: Rulefit is a fiendishly
, December 20, 2006 8:57 AM
To: Mark Difford
Cc: R-help list
Subject: Re: [R] RuleFit quantreg: partial dependence plots;
showing an
effect
They are entirely different: Rulefit is a fiendishly clever
combination of decision tree formulation
of models and L1-regularization intended
PROTECTED]
Sent: Wednesday, December 20, 2006 10:59 AM
To: Ravi Varadhan
Cc: 'Mark Difford'; 'R-help list'
Subject: Re: [R] RuleFit quantreg: partial dependence plots; showing an
effect
On Dec 20, 2006, at 8:43 AM, Ravi Varadhan wrote:
Dear Roger,
Is it possible to combine the two ideas that you
