In the function gbm() there is a parameter cv.folds. I know this is performing cross-validation but what I don't understand is how to interpret it. I tried extracting it using $cv.error but was greeted with a list of values that seemed to only range from 0.75 to ~0.98.
So what exactly is this parameter doing? If I run this function to boost a classifier, is cv.folds returning cross validation error on each classifier?
Best Answer
This question can be answered by consulting the documentation:
So each of the numbers in your vector is an estimate the loss of a fitted version of your model using one cross validation fold. To interpret the numbers we would need to know what loss function you were using for your
gbm
.