Model-based boosting in high dimensions

Abstract

Summary: The R add-on package mboost implements functional gradient descent algorithms (boosting) for optimizing general loss functions utilizing componentwise least squares, either of parametric linear form or smoothing splines, or regression trees as base learners for fitting generalized linear, additive and interaction models to potentially high-dimensional data.

Availability: Package mboost is available from the Comprehensive R Archive Network (http://CRAN.R-project.org) under the terms of the General Public Licence (GPL).