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Problem Note 65762: Gradient Boosting models might produce incorrect scores and fit statistics when an offset is used with an interval target

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In SAS® Visual Data Mining and Machine Learning, gradient-boosting models might produce incorrect scores.  As a result, the fit statistics are also incorrect.

The problem occurs in either of these scenarios.

 

 You run PROC GRADBOOST and all of these conditions are met.

  • You have an interval target.
  • You specify the OFFSET= option.
  • You specify DISTRIBUTION=POISSON or DISTRIBUTION= TWEEDIE.

 

 You run the Gradient Boosting node in Model Studio and all of these conditions are met.

  • You have an interval target.
  • Your Interval target distribution property is set to Tweedie or Poisson.
  • The Role is set to Offset for one of your variables.

 

There are no errors or warnings to indicate a problem.

Click the Hot Fix tab in this note for a link to instructions about accessing and applying the software update.



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS Visual Data Mining and Machine LearningMicrosoft® Windows® for x648.3Viya
Linux for x648.3Viya
* For software releases that are not yet generally available, the Fixed Release is the software release in which the problem is planned to be fixed.