mboost {mboost} | R Documentation

## Gradient Boosting for Additive Models

### Description

Gradient boosting for optimizing arbitrary loss functions, where component-wise arbitrary base-learners, e.g., smoothing procedures, are utilized as additive base-learners.

### Usage

    mboost(formula, data = list(), na.action = na.omit, weights = NULL,
           offset = NULL, family = Gaussian(), control = boost_control(),
           oobweights = NULL, baselearner = c("bbs", "bols", "btree", "bss", "bns"),
           ...)

    gamboost(formula, data = list(), na.action = na.omit, weights = NULL,
             offset = NULL, family = Gaussian(), control = boost_control(),
             oobweights = NULL, baselearner = c("bbs", "bols", "btree", "bss", "bns"),
             dfbase = 4, ...)

### Arguments

`formula` | a symbolic description of the model to be fit.
`data` | a data frame containing the variables in the model.
`na.action` | a function which indicates what should happen when the data contain `NA`s.
`weights` | (optional) a numeric vector of weights to be used in the fitting process.
`offset` | a numeric vector to be used as offset (optional).
`family` | a `Family` object.
`control` | a list of parameters controlling the algorithm. For more details see `boost_control`.
`oobweights` | an additional vector of out-of-bag weights, which is used for the out-of-bag risk (i.e., if `boost_control(risk = "oobag")`). This argument is also used internally by `cvrisk`.

`baselearner`

a character specifying the component-wise base learner to be used: `bbs` means P-splines with a B-spline basis (see Schmid and Hothorn 2008), `bols` linear models and `btree` boosts stumps. `bss` and `bns` are deprecated. Component-wise smoothing splines have been considered in Buehlmann and Yu (2003) and Schmid and Hothorn (2008) investigate P-splines with a B-spline basis. Kneib, Hothorn and Tutz (2009) also utilize P-splines with a B-spline basis, supplement them with their bivariate tensor product version to estimate interaction surfaces and spatial effects and also consider random effects base learners.

`dfbase` | a single integer giving the degrees of freedom for P-spline base-learners (`bbs`) globally.
`...` | additional arguments passed to `mboost_fit`; currently none.

### Details

A (generalized) additive model is fitted using a boosting algorithm based on component-wise base-learners.

The base-learners can either be specified via the `formula` object or via the `baselearner` argument. The latter argument is the default base-learner which is used for all variables in the formula, whithout explicit base-learner specification (i.e., if the base-learners are explicitly specified in `formula`, the `baselearner` argument will be ignored for this variable).

Of note, `"bss"` and `"bns"` are deprecated and only in the list for backward compatibility.

Note that more base-learners (i.e., in addition to the ones provided via `baselearner`) can be specified in `formula`. See `baselearners` for details.

The only difference when calling `mboost` and `gamboost` is that the latter function allows one to specify default degrees of freedom for smooth effects specified via `baselearner = "bbs"`. In all other cases, degrees of freedom need to be set manually via a specific definition of the corresponding base-learner.

### Value

An object of class `mboost` with `print`, `AIC`, `plot` and `predict` methods being available.

### References

Peter Buehlmann and Bin Yu (2003), Boosting with the L2 loss: regression and classification. Journal of the American Statistical Association, 98, 324–339.

Peter Buehlmann and Torsten Hothorn (2007), Boosting algorithms: regularization, prediction and model fitting. Statistical Science, 22(4), 477–505.

Thomas Kneib, Torsten Hothorn and Gerhard Tutz (2009), Variable selection and model choice in geoadditive regression models, Biometrics, 65(2), 626–634.

Matthias Schmid and Torsten Hothorn (2008), Boosting additive models using component-wise P-splines as base-learners. Computational Statistics \& Data Analysis, 53(2), 298–311.

Torsten Hothorn, Peter Buehlmann, Thomas Kneib, Mattthias Schmid and Benjamin Hofner (2010), Model-based Boosting 2.0. Journal of Machine Learning Research, 11, 2109 – 2113.

Benjamin Hofner, Andreas Mayr, Nikolay Robinzonov and Matthias Schmid (2014). Model-based Boosting in R: A Hands-on Tutorial Using the R Package mboost. Computational Statistics, 29, 3–35.
http://dx.doi.org/10.1007/s00180-012-0382-5

Available as vignette via: `vignette(package = "mboost", "mboost_tutorial")`

### See Also

See `mboost_fit` for the generic boosting function, `glmboost` for boosted linear models, and `blackboost` for boosted trees.

See `baselearners` for possible base-learners.

See `cvrisk` for cross-validated stopping iteration.

Furthermore see `boost_control`, `Family` and `methods`.

### Examples

        ### a simple two-dimensional example: cars data
        cars.gb <- gamboost(dist ~ speed, data = cars, dfbase = 4,
                            control = boost_control(mstop = 50))
        cars.gb
        AIC(cars.gb, method = "corrected")

        ### plot fit for mstop = 1, ..., 50
        plot(dist ~ speed, data = cars)
        tmp <- sapply(1:mstop(AIC(cars.gb)), function(i)
            lines(cars$speed, predict(cars.gb[i]), col = "red"))
        lines(cars$speed, predict(smooth.spline(cars$speed, cars$dist),
                                  cars$speed)$y, col = "green")

        ### artificial example: sinus transformation
        x <- sort(runif(100)) * 10
        y <- sin(x) + rnorm(length(x), sd = 0.25)
        plot(x, y)
        ### linear model
        lines(x, fitted(lm(y ~ sin(x) - 1)), col = "red")
        ### GAM
        lines(x, fitted(gamboost(y ~ x,
                        control = boost_control(mstop = 500))),
              col = "green")

[Package mboost version 2.8-1 Index]