boostrq - Boosting Regression Quantiles
Boosting Regression Quantiles is a component-wise boosting algorithm, that embeds all boosting steps in the well-established framework of quantile regression. It is initialized with the corresponding quantile, uses a quantile-specific learning rate, and uses quantile regression as its base learner. The package implements this algorithm and allows cross-validation and stability selection.
Last updated
3.00 score 2 stars 3 scripts 179 downloads