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 <john.ehrlinger@gmail.com>
LicenseGPL (>=2)
Version1.0.2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("ehrlinger/l2boost")
ehrlinger/l2boost documentation built on May 16, 2019, 1:20 a.m.