[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 <j.elith using unimelb.edu.au> 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-request using r-project.org" <r-sig-ecology-bounces using r-project.org
> on behalf of r-sig-ecology-request using r-project.org> wrote:
>
>
>     Message: 2
>     Date: Thu, 21 Mar 2019 09:55:03 -0400
>     From: Sarah Goslee <sarah.goslee using gmail.com>
>     To: Lara Silva <lara.sfp.silva using gmail.com>
>     Cc: "r-sig-ecology using r-project.org" <r-sig-ecology using r-project.org>
>     Subject: Re: [R-sig-eco]  Calculate AIC, DIC and BIC for models
>         machine learning
>     Message-ID:
>         <CAM_vju=D7AVWG5a9e=
> P6mFNyA9R3j+76k9DExD5vhxGz+Y6www using 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 <lara.sfp.silva using gmail.com>
> 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
>     >
>     > <
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