Boosting with copula-based components
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2022
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| _version_ | 1866916446220582912 |
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| author | Brant, Simon Boge Haff, Ingrid Hobæk |
| author_facet | Brant, Simon Boge Haff, Ingrid Hobæk |
| contents | The authors propose new additive models for binary outcomes, where the components are copula-based regression models (Noh et al, 2013), and designed such that the model may capture potentially complex interaction effects. The models do not require discretisation of continuous covariates, and are therefore suitable for problems with many such covariates. A fitting algorithm, and efficient procedures for model selection and evaluation of the components are described. Software is provided in the R-package copulaboost. Simulations and illustrations on data sets indicate that the method's predictive performance is either better than or comparable to the other methods. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2208_04669 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Boosting with copula-based components Brant, Simon Boge Haff, Ingrid Hobæk Methodology Applications Computation Machine Learning The authors propose new additive models for binary outcomes, where the components are copula-based regression models (Noh et al, 2013), and designed such that the model may capture potentially complex interaction effects. The models do not require discretisation of continuous covariates, and are therefore suitable for problems with many such covariates. A fitting algorithm, and efficient procedures for model selection and evaluation of the components are described. Software is provided in the R-package copulaboost. Simulations and illustrations on data sets indicate that the method's predictive performance is either better than or comparable to the other methods. |
| title | Boosting with copula-based components |
| topic | Methodology Applications Computation Machine Learning |
| url | https://arxiv.org/abs/2208.04669 |