Rank: Hard ranking family
In gfboost: Gradient-Free Gradient Boosting

Description Usage Details Value References Examples

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

Rank()

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.

A Boosting family object

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. Bühlmann, T. Kneib, M. Schmid, and B. Hofner. mboost: Model-Based Boosting, 2017

{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)}