[R] Reproducibility issue in gbm (32 vs 64 bit)

[Ridgeway, Greg]

I have heard about this before happening on other platforms. Frankly I'm not positive how this happens. My best guess is that there's a tiny bit of numeric instability in the 9+ decimal place so that on a given iteration a one variable choice at random looks better than the other. Any other ideas?
Greg

----- Original Message -----
From: Joshua Wiley <jwiley.psych at gmail.com>
To: Axel Urbiz <axel.urbiz at gmail.com>
Cc: R-help at r-project.org <R-help at r-project.org>; Ridgeway, Greg
Sent: Fri Feb 25 22:16:02 2011
Subject: Re: [R] Reproducibility issue in gbm (32 vs 64 bit)

Hi Axel,

I do not have a nice explanation why the results differ off the top of
my head.  I can say I can replicate what you get on 32/64 (both
Windows 7) bit with the development version of R and gbm_1.6-3.1.

Here is an even simpler example that shows the difference:

gbmfit <- gbm(1:50 ~ I(50:1) + I(60:11), distribution = "gaussian")
summary(gbmfit)

I copied that package maintainer.

Cheers,

Josh

On Fri, Feb 25, 2011 at 7:29 PM, Axel Urbiz <axel.urbiz at gmail.com> wrote:
> Dear List,
>
> The gbm package on Win 7 produces different results for the
> relative importance of input variables in R 32-bit relative to R 64-bit. Any
> idea why? Any idea which one is correct?
>
> Based on this example, it looks like the relative importance of 2 perfectly
> correlated predictors is "diluted" by half in 32-bit, whereas in 64-bit, one
> of these predictors gets all the importance and the other gets none. I found
> this interesting.
>
> ### Sample code
>
> library(gbm)
> set.seed(12345)
> xc=matrix(rnorm(100*20),100,20)
> y=sample(1:2,100,replace=TRUE)
> xc[,2] <- xc[,1]
> gbmfit <- gbm(y~xc[,1]+xc[,2] +xc[,3], distribution="gaussian")
> summary(gbmfit)
>
> ### Results on R 2.12.0 (32-bit)
>
>      var  rel.inf
> 1 xc[, 3] 49.76143
> 2 xc[, 1] 27.27432
> 3 xc[, 2] 22.96425
>>
> ### Results on R 2.12.0 (64-bit)
>> summary(gbmfit)
>      var  rel.inf
> 1 xc[, 1] 50.23857
> 2 xc[, 3] 49.76143
> 3 xc[, 2]  0.00000
>
> Thanks,
> Axel.
>
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>
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>



-- 
Joshua Wiley
Ph.D. Student, Health Psychology
University of California, Los Angeles
http://www.joshuawiley.com/

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