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 <[email protected]>
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("devtools")
library(devtools)
install_github("ehrlinger/l2boost")
ehrlinger/l2boost documentation built on Nov. 8, 2017, 4:10 p.m.