gbm

swMATH7994CRANgbmMaRDI QIDQ20009

Generalized Boosted Regression Models

Gbm Developers, Ridgeway Greg

Last update: 10 January 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0, File License

Software version identifier: 2.1.8.1, 0.6, 0.7-1, 0.7-2, 0.7, 1.0, 1.1-1, 1.1-2, 1.2, 1.3-3, 1.3-5, 1.4-2, 1.5-1, 1.5-3, 1.5-5, 1.5-7, 1.5, 1.6-1, 1.6-2, 1.6-3.1, 1.6-3.2, 1.6-3, 2.0-5, 2.0-8, 2.1.1, 2.1.2, 2.1.3, 2.1.4, 2.1.5, 2.1.8, 2.1, 2.1.9

Source code repository: https://github.com/cran/gbm

Description

An implementation of extensions to Freund and Schapire's AdaBoost algorithm and Friedman's gradient boosting machine. Includes regression methods for least squares, absolute loss, t-distribution loss, quantile regression, logistic, multinomial logistic, Poisson, Cox proportional hazards partial likelihood, AdaBoost exponential loss, Huberized hinge loss, and Learning to Rank measures (LambdaMart). Originally developed by Greg Ridgeway. Newer version available at github.com/gbm-developers/gbm3.