R gbm handling of missing values
Does anyone know how gbm in R handles missing values? I can't seem to find any explanation using google. To explain what gbm does with missing predictors, let's first visualize a single tree of a gbm object. Suppose you have a gbm object mygbm . Using pretty.gbm.tree(mygbm, i.tree=1) you can visualize the first tree on mygbm, e.g.: SplitVar SplitCodePred LeftNode RightNode MissingNode ErrorReduction Weight Prediction 0 46 1.629728e+01 1 5 9 26.462908 1585 -4.396393e-06 1 45 1.850000e+01 2 3 4 11.363868 939 -4.370936e-04 2 -1 2.602236e-04 -1 -1 -1 0.000000 271 2.602236e-04 3 -1 -7.199873e-04 -1