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gfboost (version 0.1.1)

Gradient-Free Gradient Boosting

Description

Implementation of routines of the author's PhD thesis on gradient-free Gradient Boosting (Werner, Tino (2020) "Gradient-Free Gradient Boosting", URL '').

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Version

Install

install.packages('gfboost')

Monthly Downloads

181

Version

0.1.1

License

GPL (>= 2)

Maintainer

Tino Werner

Last Published

January 7th, 2022

Functions in gfboost (0.1.1)

RejStep

CMB validation step
path.singboost

Coefficient paths for SingBoost
genDataFromExamples

Data generation
Rank

Hard ranking family
singboost

SingBoost Boosting method
WeakRank

Weak ranking family
random.CVind

Cross validation index generator
WeakRankNorm

Weak ranking family (normalized)
singboost.plot

Plot function for the SingBoost coefficient paths
CMB3S

Column Measure Boosting with SingBoost and Stability Selection (CMB-3S)
CMB.stabpath

CMB stability paths
CMB

CMB aggregation function
CMB.Stabsel

Loss-adapted Stability Selection
CV.CMB3S

Cross-validated version of CMB-3S
LocRank

Localized ranking familty