irboost (Q83590)
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Iteratively Reweighted Boosting for Robust Analysis
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| default for all languages | No label defined |
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| English | irboost |
Iteratively Reweighted Boosting for Robust Analysis |
Statements
17 March 2026
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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>.
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