[R] Package for Multiple Additive Regression Trees

[Liaw, Andy]

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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