I'm trying to reproduce a gbm model which was estimated without a set.seed value. To do so I need to determine what seed was used, which I can figure out based on one of the summary metrics from the estimated model (as shown below).
require(MatchIt) require(gbm) data("lalonde") i <- 1 while(!(tmp$rel.inf[1] == 82.3429390)){ gps <- gbm(treat ~ age + educ + nodegree + re74 + re75, distribution = "bernoulli", data = lalonde, n.trees = 100, interaction.depth = 4, train.fraction = 0.8, shrinkage=0.0005, set.seed(i)) tmp <- summary(gps, plotit=F) cat(i,"\n") i <- i + 1 } I think it would be very helpful both for this specific use case and for general future reference to know of any more efficient way of carrying this out. A multicore solution might be a good way to go; I'm researching that myself now. Or perhaps there's a way to improve it by using apply?