Generated Metrics
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What evaluation metrics are available for GBM?
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- MSE
- RMSE
- MAE
- RMSLE
- Mean Residual Deviance

**Notes**: MSE = Mean Residual Deviance for Gaussian distributions. Also, look at Mean Residual Deviance when using quantile distributions.

How is variable importance determined?
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Variable importance is determined by calculating the relative influence of each variable: whether that variable was selected during splitting in the tree building process and how much the squared error (over all trees) improved (decreased) as a result.
