| WeakRankNorm {gfboost} | R Documentation |
Weak ranking family (normalized)
Description
Gradient-free Gradient Boosting family for the normalized weak ranking loss function.
Usage
WeakRankNorm(K)
Arguments
K |
Indicates that we are only interesting in the top |
Details
A more intuitive loss function than the weak ranking loss thanks to its normalization to a maximum value
of 1. For example, if a number c of the top K instances has not been ranked at the top of the list, the
normalized weak ranking loss is C/K. WeakRankNorm 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 (5.2.4)
T. Hothorn, P. Bühlmann, T. Kneib, M. Schmid, and B. Hofner. mboost: Model-Based Boosting, 2017