gfboost (version 0.1.1)

Rank: Hard ranking family

Description

Gradient-free Gradient Boosting family for the hard ranking loss function including its fast computation.

Usage

Rank()

Value

A Boosting family object

Details

The hard ranking loss is used to compare different orderings, usually the true ordering of instances of a data set according to their responses with the predicted counterparts. The usage of the pcaPP package avoids the cumbersome computation that would require $$frac{n}{2(n-1)}$$ comparisons. Rank returns a family object as in the package mboost.

References

Werner, T., Gradient-Free Gradient Boosting, PhD Thesis, Carl von Ossietzky University Oldenburg, 2020, Equations (5.2.2) and (5.2.3)

T. Hothorn, P. B<U+00FC>hlmann, T. Kneib, M. Schmid, and B. Hofner. mboost: Model-Based Boosting, 2017

Examples

# NOT RUN {
{y<-c(-3, 10.3,-8, 12, 14,-0.5, 29,-1.1,-5.7, 119)
 yhat<-c(0.02, 0.6, 0.1, 0.47, 0.82, 0.04, 0.77, 0.09, 0.01, 0.79)
 Rank()@risk(y,yhat)}
{x<-1:6
z<-6:1
Rank()@risk(x,z)}
{x<-1:6
z<-1:6
Rank()@risk(x,z)}
# }