Comment: Boosting algorithms: regularization, prediction and model fitting

DOI10.1214/07-STS242AMaRDI QIDQ449784zbMATH OpenOpenAlexFDO

Authors Trevor Hastie

Publication date 1 September 2012

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0804.2770, https://projecteuclid.org/euclid.ss/1207580165

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Generalized linear models (logistic models) (62J12) Estimation in survival analysis and censored data (62N02)

Abstract: Comment on ``Boosting Algorithms: Regularization, Prediction and Model Fitting [arXiv:0804.2752]

Cites work

• DASSO: Connections Between the Dantzig Selector and Lasso
• Forward stagewise regression and the monotone lasso
• Least angle regression. (With discussion)
• On the ``degrees of freedom of the lasso
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(12)

• Model-based boosting in R: a hands-on tutorial using the R package mboost
• Variable selection and model choice in structured survival models
• Wavelet-based gradient boosting
• Boosting With theL₂Loss
• Characterizing \(L_{2}\)Boosting
• Boosting algorithms: regularization, prediction and model fitting
• Detection of differential item functioning in Rasch models by boosting techniques
• Boosting Distributional Copula Regression
• De-noising boosting methods for variable selection and estimation subject to error-prone variables
• Prediction-based variable selection for component-wise gradient boosting
• Gradient-boosted generalized linear models for conditional vine copulas
• Nonparametric estimation of the link function including variable selection

Describes a project that uses

Uses Software

• ElemStatLearn

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