WeakRank {gfboost}

Weak ranking family

Description

Gradient-free Gradient Boosting family for the weak ranking loss function.

Usage

WeakRank(K)

Arguments

K

Indicates that we are only interesting in the top K instances. Must be an integer between 1 and the number n of observations.

Details

The weak ranking loss may be regarded as a classification loss. The parameter K defines the top of the list, consisting of the best K instances according to their response values. Then the weak ranking loss penalizes ”misclassification” in the sense that instances belonging to the top of the list are ranked lower and vice versa. WeakRank 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, Remark (5.2.1)

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)
WeakRank(4)@risk(y,yhat)}
{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)
WeakRank(5)@risk(y,yhat)}