Hi Lara, I am actually not sure that this is the best way to proceed. Cross-validation seems the method of choice and depending on your purpose you can compare the prediction error between models. See: Hauenstein S., Wood S.N. & Dormann C.F. (2018). Computing AIC for black-box models using generalized degrees of freedom: A comparison with cross-validation. Communications in Statistics - Simulation and Computation 47, 1382–1396. https://doi.org/10.1080/03610918.2017.1315728 <https://doi.org/10.1080/03610918.2017.1315728>
However, these authors provide code to derive an AIC for different machine learning approaches. https://github.com/biometry/GDF Hope this helps and have a nice weekend. Best regards, Ralf Schäfer ------------------------------------------------------------ Prof. Dr. Ralf Bernhard Schäfer Professor for Quantitative Landscape Ecology Environmental Scientist (M.Sc.) Institute for Environmental Sciences University Koblenz-Landau Fortstrasse 7 76829 Landau Germany Mail: schaefer-r...@uni-landau.de Phone: ++49 (0) 6341 280-31536 Web: www.landscapecology.uni-landau.de > Am 22.03.2019 um 12:00 schrieb r-sig-ecology-requ...@r-project.org: > > > Message: 1 > Date: Thu, 21 Mar 2019 12:40:54 -0100 > From: Lara Silva <lara.sfp.si...@gmail.com <mailto:lara.sfp.si...@gmail.com>> > To: r-sig-ecology@r-project.org <mailto:r-sig-ecology@r-project.org> > Subject: [R-sig-eco] Calculate AIC, DIC and BIC for models machine > learning > Message-ID: > <caln9tetohnxs6oubzhmt6_yfrggnd5zf9zlkkk5icpn4ubs...@mail.gmail.com > <mailto:caln9tetohnxs6oubzhmt6_yfrggnd5zf9zlkkk5icpn4ubs...@mail.gmail.com>> > Content-Type: text/plain; charset="utf-8" > > Hello everyone! > > In R, it is possible to calculate AIC, DIC, or BIC for models machine > learning, like RF, ANN, GBM, MARS? > > Are there any functions or specific packages in R? > > Any suggestion? > > Thanks > > Lara [[alternative HTML version deleted]] _______________________________________________ R-sig-ecology mailing list R-sig-ecology@r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-ecology
