Description Usage Arguments Details Value References
Gradient-free Gradient Boosting family for the normalized weak ranking loss function.
1 | WeakRankNorm(K)
|
K |
Indicates that we are only interesting in the top K instances. Must be an integer between 1 and the number n of observations. |
A more intuitive loss function than the weak ranking loss thanks to its normalization to a maximum value
of 1. For example, if a number c of the top K instances has not been ranked at the top of the list, the
normalized weak ranking loss is C/K. WeakRankNorm
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, Remark (5.2.4)
T. Hothorn, P. Bühlmann, T. Kneib, M. Schmid, and B. Hofner. mboost: Model-Based Boosting, 2017
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