Penalized Transformation Models
Description
Partially penalized versions of specific transformation models
implemented in package 'mlt'. Available models include a fully parametric version
of the Cox model, other parametric survival models (Weibull, etc.), models for
binary and ordered categorical variables, normal and transformed-normal (Box-Cox type)
linear models, and continuous outcome logistic regression. Hyperparameter tuning
is facilitated through model-based optimization functionalities from package 'mlrMBO'.
The accompanying vignette describes the methodology used in 'tramnet' in detail.
Transformation models and model-based optimization are described in
Hothorn et al. (2019) and
Bischl et al. (2016) , respectively.