schalkdaniel/compboost: Efficient Component-Wise Boosting Implementation

Efficient implementation of component-wise gradient boosting (Buehlmann, P., Hothorn, T. (2007) <doi:10.1214/07-STS242>). The package applies the boosting framework to statistical models, e.g., general additive models using component-wise smoothing splines. Boosting these kinds of base components enables interpretation of the model and enables (unbiased) model selection in high-dimensional feature spaces (Hofner et al. (2011) <doi:10.1198/jcgs.2011.09220>).

install.packages("remotes")
remotes::install_github("schalkdaniel/compboost")