ehrlinger/l2boost: Exploring Friedman's Boosting Algorithm for Regularized Linear Regression

Efficient implementation of Friedman's boosting algorithm with l2-loss function and coordinate direction (design matrix columns) basis functions.

Getting started

Package details

AuthorJohn Ehrlinger [aut, cre], Hemant Ishwaran [aut]
MaintainerJohn Ehrlinger <>
LicenseGPL (>=2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
ehrlinger/l2boost documentation built on May 16, 2019, 1:20 a.m.