| 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.
See Also
Family
Examples
Laplace()
[Package
mboost version 1.1-3
Index]