Functional gradient descent algorithm (boosting) for optimizing general risk functions utilizing component-wise (penalised) least squares estimates or regression trees as base-learners for fitting generalized linear, additive and interaction models to potentially high-dimensional data.
copied from cf-post-staging / r-mboost| Label | Latest Version |
|---|---|
| main | 2.8_1 |
| cf201901 | 2.8_1 |
| cf202003 | 2.8_1 |
| gcc7 | 2.9_1 |
