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I'm trying to make gbm models in a loop in R with different learning rates. I want to calculate a few statistics for each model and combine them with the original data set.

But I' having an error due to the fact that each time a statistic is calculated, it is saved with the same name as the previous one and thus there is an error.

I get the following error at the end of the loop:

Error in `[<-.data.frame`(`*tmp*`, nl, value = list(dates = c(14824, 14825,  : 
  duplicate subscripts for columns

train data is basically stock prices data with dates, open high close etc.

Following is the code:

   learningRateList <- as.numeric(7:9)*0.01

for (i in learningRateList){
  modelNames <- paste("gbmModel", i, sep = "") 
  gbmModels <-gbm.step(data=train, gbm.x = reqCol, gbm.y = CloseCol,tree.complexity =9,learning.rate = i,bag.fraction = 0.75,family ="laplace",step.size=100 )
  assign(modelNames, gbmModels)

  #training data
  #predict values for the training data set
  predTrainGbm<-paste("gbmTrainPrediction", i, sep = "")
  gbmTrainPrediction <- predict.gbm(gbmModels,train,n.trees=gbmModels$gbm.call$best.trees)
  assign(predTrainGbm,gbmTrainPrediction)
  #calculate mape for the predictions
  mapeTrain<-paste("mapeGbmTrain", i, sep = "")
  mapeTrainGbm<-regr.eval(train$Close,gbmTrainPrediction,stats = "mape")
  assign(mapeTrain,mapeTrainGbm)

  train<-cbind(train,predTrainGbm,mapeTrain)

  #creating plots of actual vs predicted values
  imageGbmName<-paste(fileCalculated,"Gbm Prediction",i,".png")
  png(imageGbmName)

  par(mfrow=c(2,1))
  plot(train$Close,type="l",col="red",main = "Training set") 
  lines(gbmTrainPrediction,col="green")

  plot(test$Close,type="l",col="red",main = "Test Set") 
  lines(gbmTestPrediction,col="green")


  dev.off()
}
snigdha bhardwaj
  • 79
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  • It's really hard to help you when (a) your code doesn't run (you did not provide `train` of `test`), (b) you don't tell us where exactly the error occurred (which line), and you don't tell us what exactly the error was (error message). Are we supposed to guess?? Finally, you're expecting us to know offhand that libraries `gbm` andd `dismo` are required. – jlhoward Oct 01 '15 at 13:37
  • Please read [this](http://stackoverflow.com/help/mcve) and then update your question to confirm to these guidelines. – jlhoward Oct 01 '15 at 13:38
  • I don't know which line the error is occuring it. It shows the error at the end of the loop. – snigdha bhardwaj Oct 01 '15 at 13:50
  • Well, what's the error? – jlhoward Oct 01 '15 at 15:07

0 Answers0