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boost_family-class

Class "boost\_family": Gradient Boosting Family


Description

Objects of class boost_family define negative gradients of loss functions to be optimized.

Objects from the Class

Objects can be created by calls of the form Family(...)

Slots

ngradient:

a function with arguments y and f implementing the negative gradient of the loss function.

risk:

a risk function with arguments y, f and w, the weighted mean of the loss function by default.

offset:

a function with argument y and w (weights) for computing a scalar offset.

weights:

a logical indicating if weights are allowed.

check_y:

a function for checking the class / mode of a response variable.

nuisance:

a function for extracting nuisance parameters.

response:

inverse link function of a GLM or any other transformation on the scale of the response.

rclass:

function to derive class predictions from conditional class probabilities (for models with factor response variable).

name:

a character giving the name of the loss function for pretty printing.

charloss:

a character, the deparsed loss function.

See Also

Examples

Laplace()

mboost

Model-Based Boosting

v2.9-5
GPL-2
Authors
Torsten Hothorn [cre, aut] (<https://orcid.org/0000-0001-8301-0471>), Peter Buehlmann [aut] (<https://orcid.org/0000-0002-1782-6015>), Thomas Kneib [aut] (<https://orcid.org/0000-0003-3390-0972>), Matthias Schmid [aut] (<https://orcid.org/0000-0002-0788-0317>), Benjamin Hofner [aut] (<https://orcid.org/0000-0003-2810-3186>), Fabian Otto-Sobotka [ctb] (<https://orcid.org/0000-0002-9874-1311>), Fabian Scheipl [ctb] (<https://orcid.org/0000-0001-8172-3603>), Andreas Mayr [ctb] (<https://orcid.org/0000-0001-7106-9732>)
Initial release
2021-04-06

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