Boosting algorithms: regularization, prediction and model fitting
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Abstract: We present a statistical perspective on boosting. Special emphasis is given to estimating potentially complex parametric or nonparametric models, including generalized linear and additive models as well as regression models for survival analysis. Concepts of degrees of freedom and corresponding Akaike or Bayesian information criteria, particularly useful for regularization and variable selection in high-dimensional covariate spaces, are discussed as well. The practical aspects of boosting procedures for fitting statistical models are illustrated by means of the dedicated open-source software package mboost. This package implements functions which can be used for model fitting, prediction and variable selection. It is flexible, allowing for the implementation of new boosting algorithms optimizing user-specified loss functions.
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- scientific article; zbMATH DE number 2086343
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Cited in
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- High-dimensional L₂-Boosting: rate of convergence
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- Boosting Distributional Copula Regression
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- Promoting similarity of model sparsity structures in integrative analysis of cancer genetic data
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- A review on instance ranking problems in statistical learning
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- The reliability of classification of terminal nodes in GUIDE decision tree to predict the nonalcoholic fatty liver disease
- Boosting multi-state models
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- The functional linear array model
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- De-noising boosting methods for variable selection and estimation subject to error-prone variables
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- Conditional transformation models for survivor function estimation
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- Accelerated gradient boosting
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- Advances in estimation and inference for historical functional linear models
- Use of majority votes in statistical learning
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- Functional gradient ascent for probit regression
- Boosting nonlinear additive autoregressive time series
- Boosting ridge regression
- Data-driven state-of-charge prediction of a storage cell using ABC/GBRT, ABC/MLP and Lasso machine learning techniques
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- Feature selection filter for classification of power system operating states
- Comparison and contrast of two general functional regression modelling frameworks
- Comment on: Boosting algorithms: regularization, prediction and model fitting
- Modeling Postoperative Mortality in Older Patients by Boosting Discrete-Time Competing Risks Models
- Fast and scalable variable selection for spatial autoregressive models
- Unbiased Boosting Estimation for Censored Survival Data
- Boosting kernel-based dimension reduction for jointly propagating spatial variability and parameter uncertainty in long-running flow simulators
- A spatio-temporal machine learning model for mortgage credit risk: default probabilities and loan portfolios
- Boosting multiplicative model combination
- Boosting multivariate structured additive distributional regression models
- Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting
- Robust nonparametric integrative analysis to decipher heterogeneity and commonality across subgroups using sparse boosting
- The integrated calibration index (ICI) and related metrics for quantifying the calibration of logistic regression models
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- Stochastic boosting algorithms
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