cv.folds > 0 时 R gbm 函数出错

Question

I am using gbm to predict binary response. When I set cv.folds=0, everything works well. However when cv.folds > 1, I got error: Error in object$var.levels[[i]] : subscript out of bounds when the first irritation of crossvalidation finished. Someone said this could because some factor variables have missing levels in training or testing data, but I tried only use numeric variables and still get this error.

> gbm.fit <- gbm(model.formula,
+                data=dataall_train,
+                distribution = "adaboost",
+                n.trees=10,
+                shrinkage=0.05,
+                interaction.depth=2,
+                bag.fraction = 0.5,
+                n.minobsinnode = 10,      
+                train.fraction=0.5,
+                cv.folds=3,
+                verbose=T,
+                n.cores=1)
CV: 1 
CV: 2 
CV: 3 
Error in object$var.levels[[i]] : subscript out of bounds

Anyone have some insights on this? Thanks!

Answer my self: Problem solved. This is because a bug in this function. The input data cannot contain variables other than the variables in the model.

Answer 1

我支持这个解决方案：R 函数gbm() 中的输入数据不能包含不会在您的模型中使用的变量（列）。