irboost

MaRDI QIDQ83590CRANFDO

Authors Zhu Wang

Last update 17 March 2026

Copyright license GNU General Public License

Software version identifier 0.1-1.2, 0.1-1.1, 0.1-1.3, PACKAGES.rds, 0.1-1.5, 0.2-1.0, 0.2-1.1

Description

Fit a predictive model using iteratively reweighted boosting (IRBoost) to minimize robust loss functions within the CC-family (concave-convex). This constitutes an application of iteratively reweighted convex optimization (IRCO), where convex optimization is performed using the functional descent boosting algorithm. IRBoost assigns weights to facilitate outlier identification. Applications include robust generalized linear models and robust accelerated failure time models. Wang (2025) <doi:10.6339/24-JDS1138>.

Cites work

• Unified Robust Boosting

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