boost_family-class {mboost}R Documentation

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.
loss:
a loss function with arguments y and f (to be minimized).
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.
fW:
transformation of the fit for the diagonal weights matrix for an approximation of the boosting hat matrix for loss functions other than squared error.
check_y:
a function for checking the class / mode of a response variable.
name:
a character giving the name of the loss function for pretty printing.
charloss:
a character, the deparsed loss function.

Examples


    Laplace()


[Package mboost version 1.1-0 Index]