Re: [R] Package for Multiple Additive Regression Trees

From: Liaw, Andy <andy_liaw_at_merck.com>
Date: Thu, 14 Feb 2008 12:58:19 -0500

From: Hans W. Borchers  

> Christopher Schwalm <schw0516 <at> umn.edu> writes:
>
> >
> > Hello List,
> >
> > I've been unsuccessful in tracking down a package that does MART. J
> > Friedman's website has a page that mentions an R
> implementation but the
> > links lead nowhere. There is also a nice walkthru/vignette
> pdf on his site.
> > But I can not find this package anywhere. Perhaps it's
> commercial? Does
> > anyone know of where it might be available or of any other
> R package (or
> > Matlab toolbox) that can do MART?
> >
> > Many thanks,
> > Christopher
> >
>
> There has been a rough R-code implementation of MART some years ago on
> Friedman's home page. Since then, MART is only available from Salford
> Systems as part of their TreeNet software.
>
> I asked Jerome Friedman about the R/MART interface, but he only guided
> me to the Salford System Web page. Salford replied, but I
> never received
> any R interface for their software from them.
>
> TreeNet is a very interesting Data Mining applicatione. To try it out
> you can easily receive a demo license from Salford -- without the R
> interface, of course.
>
> Hans W. Borchers

Years ago we were told that R/MART can be licensed for the same price as TreeNet. Don't know about now. R/MART simply writes data and parameters to files, run MART as a system command, and read the output back into R. As long as you have the MART executable, there should be no difficulty in creating a similar Matlab interface.

The gbm package provides an algorithm that's fairly close to MART, differing in some details.

Andy  



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