mboost: Model-Based Boosting
Torsten Hothorn, Peter Buehlmann, Thomas Kneib, Matthias C. Schmid, Benjamin Hofner · 2006
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.