Learn R Programming

mboost (version 1.1-4)

boost_control: Control Hyper-parameters for Boosting Algorithms

Description

Definition of the initial number of boosting iterations, step size and other hyper-parameters for boosting algorithms.

Usage

boost_control(mstop = 100, nu = 0.1, constraint = FALSE,
              risk = c("inbag", "oobag", "none"),
              savedata = TRUE, center = FALSE, trace = FALSE,
              save_ensembless=TRUE)

Arguments

mstop
an integer giving the number of initial boosting iterations.
nu
a double (between 0 and 1) defining the step size or shrinkage parameter.
constraint
a logical indicating whether the working responses should be restricted to $(-1, +1)$.
risk
a character indicating how the empirical risk should be computed for each boosting iteration. inbag leads to risks computed for the learning sample (i.e., all non-zero weights), oobag
savedata
a logical, should the data be saved in the returned object?
center
a logical indicating if the numerical covariates should be mean centered before fitting. Only implemented for glmboost. In blackboost
trace
a logical triggering printout of status information during the fitting process.
save_ensembless
a logical indicating if the list of baselearners should be saved and returned. This list is generally needed but can be suppressed to reduce memory usage (not recommended).

Value

  • An object of class boost_control, a list.

Details

Objects returned by this function specify hyper-parameters of the boosting algorithms implemented in glmboost, gamboost and blackboost (via the control argument).

See Also

gamboost, glmboost and blackboost for the usage