Problem Note 65762: Gradient Boosting models might produce incorrect scores and fit statistics when an offset is used with an interval target
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
SAS System | SAS Visual Data Mining and Machine Learning | Microsoft® Windows® for x64 | 8.3 | | Viya | |
Linux for x64 | 8.3 | | Viya | |
*
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.
Type: | Problem Note |
Priority: | high |
Date Modified: | 2020-06-08 12:40:31 |
Date Created: | 2020-03-26 15:43:41 |