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]