GBM multinomial distribution, how to use predict() to get predicted class?
categorical-data, gbm, multinomial, prediction, r
Solution
Take a look at `?predict.gbm`, you'll see that there is a "type" parameter to the function. Try out `predict(<gbm object>, <new data>, type="response")`.
Problem
I am using the multinomial distribution from the `gbm` package in R. When I use the `predict` function, I get a series of values: ``` 5.086328 -4.738346 -8.492738 -5.980720 -4.351102 -4.738044 -3.220387 -4.732654 ``` but I want to get the probability of each class occurring. How do I recover the probabilities? Thank You.