agtboost {agtboost}

Adaptive and automatic gradient boosting computations.

Description

Adaptive and Automatic Gradient Boosting Computations

Details

agtboost is a lightning fast gradient boosting library designed to avoid manual tuning and cross-validation by utilizing an information theoretic approach. This makes the algorithm adaptive to the dataset at hand; it is completely automatic, and with minimal worries of overfitting. Consequently, the speed-ups relative to state-of-the-art implementations are in the thousands while mathematical and technical knowledge required on the user are minimized.

Important functions:

• gbt.train: function for training an agtboost ensemble

• predict.Rcpp_ENSEMBLE: function for predicting from an agtboost ensemble

See individual function documentation for usage.

Author(s)

Berent Ånund Strømnes Lunde