 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: mboost |
Model-Based Boosting
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | mboost |
Model-Based Boosting |
Statements
7 December 2023
0 references
Functional gradient descent algorithm (boosting) for optimizing general risk functions utilizing component-wise (penalised) least squares estimates or regression trees as base-learners for fitting generalized linear, additive and interaction models to potentially high-dimensional data. Models and algorithms are described in <doi:10.1214/07-STS242>, a hands-on tutorial is available from <doi:10.1007/s00180-012-0382-5>. The package allows user-specified loss functions and base-learners.
0 references
Identifiers
25 December 2023
0 references
