Gradient boosting for distributional regression: faster tuning and improved variable selection via noncyclical updates

DOI10.1007/s11222-017-9754-6zbMath1384.62139arXiv1611.10171MaRDI QIDQ1703866

Peng Zhang

Publication date: 7 March 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.10171

zbMATH Keywords

additive models; boosting; stability selection; GAMLSS

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

68T05: Learning and adaptive systems in artificial intelligence

Uses Software

• R
• mboost
• GAMLSS
• gamboostLSS
• stabs