pre

swMATH20933CRANpreMaRDI QIDQ32746

Prediction Rule Ensembles

Benjamin Christoffersen, Marjolein Fokkema

Last update: 12 January 2024

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

Software version identifier: 1.0.6, 0.1, 0.2, 0.3.0, 0.4-1, 0.4, 0.5.0, 0.6.0, 0.7.0, 0.7.1, 0.7.2, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.0.4, 1.0.5, 1.0.7

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

Description

Derives prediction rule ensembles (PREs). Largely follows the procedure for deriving PREs as described in Friedman & Popescu (2008; <doi:10.1214/07-AOAS148>), with adjustments and improvements. The main function pre() derives prediction rule ensembles consisting of rules and/or linear terms for continuous, binary, count, multinomial, and multivariate continuous responses. Function gpe() derives generalized prediction ensembles, consisting of rules, hinge and linear functions of the predictor variables.

Cites work

• Predictive learning via rule ensembles

Related Items (4)

Linear Aggregation in Tree-Based Estimators ⋮ SIRUS: stable and interpretable RUle set for classification ⋮ FREEtree ⋮ An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests

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