WeakRankNorm: Weak ranking family (normalized)

Description Usage Arguments Details Value References

View source: R/WeakRankNorm.R

Description

Gradient-free Gradient Boosting family for the normalized weak ranking loss function.

Usage

1

Arguments

K

Indicates that we are only interesting in the top K instances. Must be an integer between 1 and the number n of observations.

Details

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.

Value

A Boosting family object

References

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


gfboost documentation built on Jan. 7, 2022, 5:06 p.m.