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computing maximum likelihood for GBM models [ Reply ]
By: Manuela D'Amen on 2014-05-22 14:45
[forum:41071]
I am running some analyses with a group of models to make a final ensemble of predictions. I am using GBM, GAM and GLM. I can calculate AIC value for GLM and GAM.
I was wandering if there was a way to calculate the AIC value also from GBM models, so to use this metric in the model averaging.

thanks a lot in advance for your help
Manuela

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