The regression problem Friedman 2 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 = (x1^2 + (x2 x3 - (1/(x2 x4)))^2)^{0.5} + e
where e is N(0,sd).
Usage
mlbench.friedman2(n, sd=125)
Arguments
n
number of patterns to create
sd
Standard deviation of noise. The default value of 125 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.