Re: [R-sig-eco] Calculate AIC, DIC and BIC for models machine learning

[Lara Silva]

Thank you for your advice.

Regards,

Lara

A sábado, 23/03/2019, 04:26, Jane Elith  escreveu:

> Hi Lara, Sarah
> There is a problem in estimation of degrees of freedom so even though some
> people try to estimate AIC eg for Maxent models, it's not correct (the
> number of parameters in the model is not the effective degrees of freedom).
> Same for GBM, RF etc.
> e.g. see Hauenstein, S., Wood, S.N. & Dormann, C.F. (2018) Computing AIC
> for black-box models using generalized degrees of freedom: A comparison
> with cross-validation. Communications in Statistics - Simulation and
> Computation, 47, 1382–1396.
>
> Jane Elith
>
> On 22/3/19, 10:05 pm, "R-sig-ecology on behalf of
> r-sig-ecology-requ...@r-project.org"  on behalf of r-sig-ecology-requ...@r-project.org> wrote:
>
>
> Message: 2
> Date: Thu, 21 Mar 2019 09:55:03 -0400
> From: Sarah Goslee 
> To: Lara Silva 
>     Cc: "r-sig-ecology@r-project.org" 
>     Subject: Re: [R-sig-eco]  Calculate AIC, DIC and BIC for models
> machine learning
> Message-ID:
>  p6mfnya9r3j+76k9dexd5vhxgz+y6...@mail.gmail.com>
> Content-Type: text/plain; charset="utf-8"
>
> Yes, of course it is.
>
> Many of the machine learning packages in R offer AIC as part of their
> model summaries.
>
> You should probably spend some time with the machine learning taskview
> to discover more about R's extensive capabilities.
>
> https://cran.r-project.org/web/views/MachineLearning.html
>
> Sarah
>
> On Thu, Mar 21, 2019 at 9:40 AM Lara Silva 
> wrote:
> >
> > Hello everyone!
> >
> > In R, it is possible to calculate AIC, DIC, or BIC  for models
> machine
> > learning, like RF, ANN, GBM, MARS?
> >
> > Are there any functions or specific packages in R?
> >
> > Any suggestion?
> >
> > Thanks
> >
> > Lara
> >
> > <
> https://www.avast.com/sig-email?utm_medium=email_source=link_campaign=sig-email_content=webmail
> >
> > Sem
> > vírus. www.avast.com
> > <
> https://www.avast.com/sig-email?utm_medium=email_source=link_campaign=sig-email_content=webmail
> >
> > <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>
> >
> > [[alternative HTML version deleted]]
>
>

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Re: [R-sig-eco] Calculate AIC, DIC and BIC for models machine learning

[Jane Elith]

Hi Lara, Sarah
There is a problem in estimation of degrees of freedom so even though some 
people try to estimate AIC eg for Maxent models, it's not correct (the number 
of parameters in the model is not the effective degrees of freedom). Same for 
GBM, RF etc.
e.g. see Hauenstein, S., Wood, S.N. & Dormann, C.F. (2018) Computing AIC for 
black-box models using generalized degrees of freedom: A comparison with 
cross-validation. Communications in Statistics - Simulation and Computation, 
47, 1382–1396. 

Jane Elith

On 22/3/19, 10:05 pm, "R-sig-ecology on behalf of 
r-sig-ecology-requ...@r-project.org"  wrote:


Message: 2
Date: Thu, 21 Mar 2019 09:55:03 -0400
From: Sarah Goslee 
To: Lara Silva 
Cc: "r-sig-ecology@r-project.org" 
    Subject: Re: [R-sig-eco]  Calculate AIC, DIC and BIC for models
machine learning
Message-ID:

Content-Type: text/plain; charset="utf-8"

Yes, of course it is.

Many of the machine learning packages in R offer AIC as part of their
model summaries.

You should probably spend some time with the machine learning taskview
to discover more about R's extensive capabilities.

https://cran.r-project.org/web/views/MachineLearning.html

Sarah

On Thu, Mar 21, 2019 at 9:40 AM Lara Silva  wrote:
>
> Hello everyone!
>
> In R, it is possible to calculate AIC, DIC, or BIC  for models machine
> learning, like RF, ANN, GBM, MARS?
>
> Are there any functions or specific packages in R?
>
> Any suggestion?
>
> Thanks
>
> Lara
>
> 
<https://www.avast.com/sig-email?utm_medium=email_source=link_campaign=sig-email_content=webmail>
> Sem
> vírus. www.avast.com
> 
<https://www.avast.com/sig-email?utm_medium=email_source=link_campaign=sig-email_content=webmail>
> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>
>
> [[alternative HTML version deleted]]

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Re: [R-sig-eco] Calculate AIC, DIC and BIC for models machine learning

[Sarah Goslee]

Yes, of course it is.

Many of the machine learning packages in R offer AIC as part of their
model summaries.

You should probably spend some time with the machine learning taskview
to discover more about R's extensive capabilities.

https://cran.r-project.org/web/views/MachineLearning.html

Sarah

On Thu, Mar 21, 2019 at 9:40 AM Lara Silva  wrote:
>
> Hello everyone!
>
> In R, it is possible to calculate AIC, DIC, or BIC  for models machine
> learning, like RF, ANN, GBM, MARS?
>
> Are there any functions or specific packages in R?
>
> Any suggestion?
>
> Thanks
>
> Lara
>
> 
> Sem
> vírus. www.avast.com
> 
> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>
>
> [[alternative HTML version deleted]]
>
> ___
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-- 
Sarah Goslee (she/her)
http://www.numberwright.com

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[R-sig-eco] Calculate AIC, DIC and BIC for models machine learning

[Lara Silva]

Hello everyone!

In R, it is possible to calculate AIC, DIC, or BIC  for models machine
learning, like RF, ANN, GBM, MARS?

Are there any functions or specific packages in R?

Any suggestion?

Thanks

Lara


Sem
vírus. www.avast.com

<#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

[[alternative HTML version deleted]]

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