agtboost: Adaptive and Automatic Gradient Boosting Computations

Fast and automatic gradient tree boosting designed to avoid manual tuning and cross-validation by utilizing an information theoretic approach. This makes the algorithm adaptive to the dataset at hand; it is completely automatic, and with minimal worries of overfitting. Consequently, the speed-ups relative to state-of-the-art implementations can be in the thousands while mathematical and technical knowledge required on the user are minimized.

install.packages("agtboost")

Try the agtboost package in your browser