Rank {gfboost}

Hard ranking family

Description

Gradient-free Gradient Boosting family for the hard ranking loss function including its fast computation.

Usage

Rank()

Details

The hard ranking loss is used to compare different orderings, usually the true ordering of instances of a data set according to their responses with the predicted counterparts. The usage of the pcaPP package avoids the cumbersome computation that would require

frac{n}{2(n-1)}

comparisons. Rank returns a family object as in the package mboost.

Value

A Boosting family object

References

Werner, T., Gradient-Free Gradient Boosting, PhD Thesis, Carl von Ossietzky University Oldenburg, 2020, Equations (5.2.2) and (5.2.3)

T. Hothorn, P. Bühlmann, T. Kneib, M. Schmid, and B. Hofner. mboost: Model-Based Boosting, 2017

Examples

{y<-c(-3, 10.3,-8, 12, 14,-0.5, 29,-1.1,-5.7, 119)
 yhat<-c(0.02, 0.6, 0.1, 0.47, 0.82, 0.04, 0.77, 0.09, 0.01, 0.79)
 Rank()@risk(y,yhat)}
{x<-1:6
z<-6:1
Rank()@risk(x,z)}
{x<-1:6
z<-1:6
Rank()@risk(x,z)}