R: Benchmark Problem Friedman 3

mlbench.friedman3 {mlbench} | R Documentation

## Benchmark Problem Friedman 3

### Description

The regression problem Friedman 3 as described in Friedman (1991) and Breiman (1996). Inputs are 4 independent variables uniformly distrtibuted over the ranges

0 ≤ x1 ≤ 100

40 π ≤ x2 ≤ 560 π

0 ≤ x3 ≤ 1

1 ≤ x4 ≤ 11

The outputs are created according to the formula

y = atan ((x2 x3 - (1/(x2 x4)))/x1) + e

where e is N(0,sd).

### Usage

    mlbench.friedman3(n, sd=0.1)

### Arguments

`n` | number of patterns to create
`sd` | Standard deviation of noise. The default value of 0.1 gives a signal to noise ratio (i.e., the ratio of the standard deviations) of 3:1. Thus, the variance of the function itself (without noise) accounts for 90% of the total variance.

### Value

Returns a list with components

`x` | input values (independent variables)
`y` | output values (dependent variable)

### References

Breiman, Leo (1996) Bagging predictors. Machine Learning 24, pages 123-140.

Friedman, Jerome H. (1991) Multivariate adaptive regression splines. The Annals of Statistics 19 (1), pages 1-67.

[Package mlbench version 2.1-1 Index]