Model-based Boosting 2.0

Torsten Hothorn, Peter Bühlmann, Thomas Kneib, Matthias Schmid, Benjamin Hofner.

Year: 2010, Volume: 11, Issue: 71, Pages: 2109−2113


We describe version 2.0 of the R add-on package mboost. The package implements boosting for optimizing general risk functions using component-wise (penalized) least squares estimates or regression trees as base-learners for fitting generalized linear, additive and interaction models to potentially high-dimensional data.