mboost
swMATH7331CRANmboostMaRDI QIDQ19367
Model-Based Boosting
Benjamin Hofner, Thomas Kneib, Matthias Schmid, Torsten Hothorn, Peter Bühlmann
Last update: 7 December 2023
Software version identifier: 2.9-7, 0.4-6, 0.4-7, 0.4-8, 0.4-9, 0.4-10, 0.4-11, 0.4-12, 0.4-13, 0.4-14, 0.4-15, 0.4-17, 0.5-0, 0.5-1, 0.5-2, 0.5-3, 0.5-4, 0.5-5, 0.5-6, 0.5-7, 0.5-8, 1.0-0, 1.0-1, 1.0-2, 1.0-3, 1.0-4, 1.0-5, 1.0-6, 1.1-0, 1.1-1, 1.1-2, 1.1-3, 1.1-4, 2.0-0, 2.0-1, 2.0-2, 2.0-3, 2.0-4, 2.0-5, 2.0-6, 2.0-7, 2.0-8, 2.0-9, 2.0-10, 2.0-11, 2.0-12, 2.1-0, 2.1-1, 2.1-2, 2.1-3, 2.2-0, 2.2-1, 2.2-2, 2.2-3, 2.3-0, 2.4-0, 2.4-1, 2.4-2, 2.5-0, 2.6-0, 2.7-0, 2.8-0, 2.8-1, 2.9-0, 2.9-1, 2.9-2.1, 2.9-2, 2.9-3, 2.9-4, 2.9-5, 2.9-6, 2.9-8, 2.9-9
Source code repository: https://github.com/cran/mboost
Copyright license: GNU General Public License, version 2.0
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.
