mboost (version 0.4-6)

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 = TRUE, savedata = 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 logical indicating if the empirical risk should be computed for each boosting iteration (needed for AIC).
savedata
a logical, should the data be saved in the returned object?

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).