fastboost_gamlss: FastBoost for GAMLSS (lightweight stability selection)

Description

A faster variant with fewer bootstraps and smaller subsamples.

Usage

fastboost_gamlss(
  formula,
  data,
  family,
  mu_scope,
  sigma_scope = NULL,
  nu_scope = NULL,
  tau_scope = NULL,
  base_sigma = ~1,
  base_nu = ~1,
  base_tau = ~1,
  B = 30,
  sample_fraction = 0.6,
  pi_thr = 0.6,
  k = 2,
  direction = c("both", "forward", "backward"),
  pre_standardize = FALSE,
  use_groups = TRUE,
  c0 = 0.5,
  trace = TRUE,
  corr_func = "cor",
  group_fun = SelectBoost::group_func_2,
  ...
)

Value

An sb_gamlss fit at the given c0.

Arguments

formula: Base formula for the location \(\mu\) parameter (in the main model call).
data: Data frame.
family: A gamlss.dist family object (e.g., gamlss.dist::NO()).
mu_scope: Formula of candidate terms for \(\mu\).
sigma_scope, nu_scope, tau_scope: Formulas of candidate terms for \(\sigma\), \(\nu\), \(\tau\).
base_sigma, base_nu, base_tau: Optional base (always-included) formulas for \(\sigma\), \(\nu\), \(\tau\).
B: Number of bootstrap subsamples for stability selection.
sample_fraction: Fraction of rows per subsample (e.g., 0.7).
pi_thr: Selection proportion threshold to define “stable” terms (e.g., 0.6).
k: Penalty weight for stepwise GAIC when engine = "stepGAIC" (default 2).
direction: Stepwise direction for stepGAIC ("both", "forward", "backward").
pre_standardize: Logical; standardize numeric predictors before penalized fits.
use_groups: Logical; treat SelectBoost correlation groups during resampling.
c0: SelectBoost meta-parameter controlling reweighting/thresholding (see vignette).
trace: Logical; print progress messages.
corr_func: Correlation function passed to SelectBoost::boost.compcorrs.
group_fun: Grouping function passed to SelectBoost::boost.findgroups.
...: Passed to underlying engines (e.g., to gamlss::gamlss, glmnet, etc.).

Details

Fast SelectBoost (single c0)