R gbm handling of missing values

Question

Does anyone know how gbm in R handles missing values? I can\'t seem to find any explanation using google.

Answer 1

It appears to send missing values to a separate node within each tree. If you have a gbm object called "mygbm" then you'll see by typing "pretty.gbm.tree(mygbm, i.tree = 1)" that for each split in the tree there is a LeftNode a RightNode and a MissingNode. This implies that (assuming you have interaction.depth=1) each tree will have 3 terminal nodes (1 for each side of the split and one for where the predictor is missing).