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.">

mboost: Model-Based Boosting (original) (raw)

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.

Version:

2.9-11

Depends:

R (≥ 3.2.0), methods, stats, parallel, stabs (≥ 0.5-0)

Imports:

Matrix, survival (≥ 3.2-10), splines, lattice, nnls, quadprog, utils, graphics, grDevices, partykit (≥ 1.2-1)

Suggests:

TH.data, MASS, fields, BayesX, gbm, mlbench, RColorBrewer, rpart (≥ 4.0-3), randomForest, nnet, testthat (≥ 0.10.0), kangar00

Published:

2024-08-22

DOI:

10.32614/CRAN.package.mboost

Author:

Torsten Hothorn ORCID iD [cre, aut], Peter Buehlmann ORCID iD [aut], Thomas Kneib ORCID iD [aut], Matthias Schmid ORCID iD [aut], Benjamin Hofner ORCID iD [aut], Fabian Otto-SobotkaORCID iD [ctb], Fabian Scheipl ORCID iD [ctb], Andreas Mayr ORCID iD [ctb]

Maintainer:

Torsten Hothorn <Torsten.Hothorn at R-project.org>

BugReports:

https://github.com/boost-R/mboost/issues

License:

GPL-2

URL:

https://github.com/boost-R/mboost

NeedsCompilation:

yes

Citation:

mboost citation info

Materials:

NEWS

In views:

MachineLearning, Survival

CRAN checks:

mboost results