BartMachine函数建模结果参数解析

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前言

前面的文章我有写bartmachine函数所有参数详解，帮助读者朋友建立自己的模型。同时在建模后也有一些问题，例如建模结果不怎么能看懂，所以有了这篇文章，大致讲一下模型结果的解读

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R bartMachine包下载

R 所有包下载地址 ：
https://cran.r-project.org/web/packages/available_packages_by_name.html

R bartMachine包下载地址 ：
https://cran.r-project.org/web/packages/bartMachine/index.html

建模结果参数原文

参数	解释
y	The values of the response for the training data.
y_levels	The levels of the response (for classification only).
pred_type	Whether the model was build for regression of classification.
model_matrix_training_data	The training data with factors converted to dummies.
num_cores	The number of cores used to build the BART model.
sig_sq_est	The data-based estimate of σ^2 used to create the prior on the error variance for the BART model.
time_to_build	Total time to build the BART model.
y_hat_train	The posterior means of \hat{f}(x) for each observation. Only returned if run_in_sample = TRUE.
residuals	The model residuals given by y - y_hat_train. Only returned if run_in_sample = TRUE.
L1_err_train	L1 error on the training set. Only returned if run_in_sample = TRUE.
L2_err_train	L2 error on the training set. Only returned if run_in_sample = TRUE.
PseudoRsq	Calculated as 1 - SSE / SST where SSE is the sum of square errors in the training data and SST is the sample variance of the response times n-1. Only returned if run_in_sample = TRUE.
rmse_train	Root mean square error on the training set. Only returned if run_in_sample = TRUE.

建模结果参数中文解析

参数	解释
x	训练数据集的自变量。
y	训练数据集的响应变量。
y_levels	响应变量的类别值（仅用于分类）。
pred_type	是否建立的是分类回归模型。
model_matrix_training_data	包含了自变量和因变量的数据集。
num_cores	用于建立模型的核心数。
sig_sq_est	.计算σ2估计值，用于建立BART模型误差方差时的先验估计。
time_to_build	建立BART模型总共用时时长。
y_hat_train	$\hat{f}(x)$ 后验分布预测值均值。只有当run_in_sample = TRUE时返回。
residuals	模型残差值,，计算公式为( y - y_hat_train)。 只有当run_in_sample = TRUE时返回。
L1_err_train	L1范数，也就是差值绝对值之和，计算公式为(