BT (Q78766): Difference between revisions
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| Property / last update: 30 January 2023 / rank | |||||||||||||||
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| Property / author: Gireg Willame / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License / rank | |||||||||||||||
| Property / copyright license: GNU General Public License / qualifier | |||||||||||||||
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| Property / cites work: Effective Statistical Learning Methods for Actuaries I / rank | |||||||||||||||
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| Property / cites work: Effective Statistical Learning Methods for Actuaries II / rank | |||||||||||||||
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| Property / cites work: Effective Statistical Learning Methods for Actuaries III / rank | |||||||||||||||
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| Property / cites work: Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:c1cc19e6288b9e4d51a4b501c0463e11ff13bdc7 / rank | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:c1cc19e6288b9e4d51a4b501c0463e11ff13bdc7 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:c1cc19e6288b9e4d51a4b501c0463e11ff13bdc7 / qualifier | |||||||||||||||
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| Property / software version identifier: 0.4 / rank | |||||||||||||||
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| Property / software version identifier: 0.4 / qualifier | |||||||||||||||
publication date: 19 August 2023
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19 August 2023
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| Property / last update: 19 August 2023 / rank | |||||||||||||||
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Performs (Adaptive) Boosting Trees for Poisson distributed response variables, using log-link function. The code approach is similar to the one used in 'gbm'/'gbm3'. Moreover, each tree in the expansion is built thanks to the 'rpart' package. This package is based on following books and articles Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-25820-7> Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-57556-4> Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-25827-6> Denuit, M., Hainaut, D., Trufin, J. (2022) <doi:10.1080/03461238.2022.2037016> Denuit, M., Huyghe, J., Trufin, J. (2022) <https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A244325/datastream/PDF_01/view> Denuit, M., Trufin, J., Verdebout, T. (2022) <https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A268577>. | |||||||||||||||
| Property / description: Performs (Adaptive) Boosting Trees for Poisson distributed response variables, using log-link function. The code approach is similar to the one used in 'gbm'/'gbm3'. Moreover, each tree in the expansion is built thanks to the 'rpart' package. This package is based on following books and articles Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-25820-7> Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-57556-4> Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-25827-6> Denuit, M., Hainaut, D., Trufin, J. (2022) <doi:10.1080/03461238.2022.2037016> Denuit, M., Huyghe, J., Trufin, J. (2022) <https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A244325/datastream/PDF_01/view> Denuit, M., Trufin, J., Verdebout, T. (2022) <https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A268577>. / rank | |||||||||||||||
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| Property / author: Gireg Willame / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License / qualifier | |||||||||||||||
edition/version: ≥ 3 (English) | |||||||||||||||
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| Property / depends on software: R / rank | |||||||||||||||
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| Property / depends on software: R / qualifier | |||||||||||||||
software version identifier: ≥ 4.0 | |||||||||||||||
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| Property / cites work | |||||||||||||||
| Property / cites work: Effective Statistical Learning Methods for Actuaries I / rank | |||||||||||||||
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| Property / cites work | |||||||||||||||
| Property / cites work: Effective Statistical Learning Methods for Actuaries II / rank | |||||||||||||||
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| Property / cites work | |||||||||||||||
| Property / cites work: Effective Statistical Learning Methods for Actuaries III / rank | |||||||||||||||
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| Property / cites work | |||||||||||||||
| Property / cites work: Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link / rank | |||||||||||||||
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| Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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| links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 18:55, 12 March 2024
(Adaptive) Boosting Trees Algorithm
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BT |
(Adaptive) Boosting Trees Algorithm |
Statements
19 August 2023
0 references
Performs (Adaptive) Boosting Trees for Poisson distributed response variables, using log-link function. The code approach is similar to the one used in 'gbm'/'gbm3'. Moreover, each tree in the expansion is built thanks to the 'rpart' package. This package is based on following books and articles Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-25820-7> Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-57556-4> Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-25827-6> Denuit, M., Hainaut, D., Trufin, J. (2022) <doi:10.1080/03461238.2022.2037016> Denuit, M., Huyghe, J., Trufin, J. (2022) <https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A244325/datastream/PDF_01/view> Denuit, M., Trufin, J., Verdebout, T. (2022) <https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A268577>.
0 references
