Transformation boosting machines

DOI10.1007/S11222-019-09870-4MaRDI QIDQ2302476zbMATH OpenOpenAlexFDO

Authors Torsten Hothorn

Publication date 26 February 2020

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11222-019-09870-4

zbMATH Keywords

conditional distribution functionconditional hazard functionconditional quantile functiondistribution regressionprobabilistic forecastingtransformation model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Censored data models (62N01) Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Conditional transformation models
• Most likely transformations
• Boosting in structured additive models.
• Boosting method for nonlinear transformation models with censored survival data
• Boosted coefficient models

Cites work

• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
• Boosting algorithms: regularization, prediction and model fitting
• Boosting for statistical modelling-A non-technical introduction
• Boosting method for nonlinear transformation models with censored survival data
• Boosting With theL₂Loss
• Conditional transformation models
• Generalized Additive Models for Location, Scale and Shape
• Generalized Linear Array Models with Applications to Multidimensional Smoothing
• Generalized random forests
• Hazard Regression
• Heteroscedastic BART via Multiplicative Regression Trees
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• Identifying Risk Factors for Severe Childhood Malnutrition by Boosting Additive Quantile Regression
• Inference on counterfactual distributions
• Misspecification Testing in a Class of Conditional Distributional Models
• Most likely transformations
• Nonparametric Estimation of Conditional Distributions and Rank-Tracking Probabilities With Time-Varying Transformation Models in Longitudinal Studies
• Predictive Distribution Modeling Using Transformation Forests
• Quantile regression forests
• Quantile regression.
• Variable Selection and Model Choice in Geoadditive Regression Models

Cited in

(8)

• Boosted nonparametric hazards with time-dependent covariates
• Most likely transformations
• Contrast trees and distribution boosting
• Conditional transformation models
• Distribution-Free Location-Scale Regression
• Gradient boosting for linear mixed models
• Gradient boosting for generalised additive mixed models
• Probabilistic Time Series Forecasts with Autoregressive Transformation Models

Describes a project that uses

Uses Software

• R
• GAMLSS
• grf
• tbm

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