bst: Gradient Boosting

Functional gradient descent algorithm for a variety of convex and non-convex loss functions, for both classical and robust regression and classification problems. See Wang (2011) <doi:10.2202/1557-4679.1304>, Wang (2012) <doi:10.3414/ME11-02-0020>, Wang (2018) <doi:10.1080/10618600.2018.1424635>, Wang (2018) <doi:10.1214/18-EJS1404>.

Package details

AuthorZhu Wang [aut, cre] (<>), Torsten Hothorn [ctb]
MaintainerZhu Wang <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the bst package in your browser

Any scripts or data that you put into this service are public.

bst documentation built on Jan. 13, 2021, 7:18 p.m.