[R] MARS in classification problem

Kim Mouridsen kimm at pet.auh.dk
Thu Feb 12 17:23:49 CET 2004


Dear R-experts

I recently tried out the Salford Systems MARS software on a large
dataset. Apparently MARS outperformed traditional techniques such as
logistic regression and k-nearest-neighbor.

Since I usually perform all my data analyses in R I have installed the
'mda' package but I seem to get much worse results with R than with the
Salford Systems software. 

In my data set I have 7 continuous predictors and a binary outcome. The
training data set has 100.000 samples. I try to use the same parameters
I used in the MARS program: 

mars(x=train.set,y=response,degree=2,nk=80,penalty=3)

With the MARS program I would get GCV values of approximately 0.11 but
with R I get 0.15. The corresponding reduction in area under the
operator characteristics curve (AUC) is from 0.83 to 0.70.

What am I doing wrong?

Thanks in advance!

Kim Mouridsen.




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