mboost: Model-Based Boosting

An add-on package to the R system for statistical computing distributed under the GPL-2 License at the Comprehensive R Archive Network


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. Models and algorithms are described in , a hands-on tutorial is available from . The package allows user-specified loss functions and base-learners.

Introductory Texts