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  • 标题:ada: An R Package for Stochastic Boosting
  • 本地全文:下载
  • 作者:Mark Culp ; Kjell Johnson ; George Michailides
  • 期刊名称:Journal of Statistical Software
  • 印刷版ISSN:1548-7660
  • 电子版ISSN:1548-7660
  • 出版年度:2006
  • 卷号:17
  • 期号:1
  • 页码:1-27
  • 语种:English
  • 出版社:University of California, Los Angeles
  • 摘要:Boosting is an iterative algorithm that combines simple classification rules with "mediocre" performance in terms of misclassification error rate to produce a highly accurate classification rule. Stochastic gradient boosting provides an enhancement which incorporates a random mechanism at each boosting step showing an improvement in performance and speed in generating the ensemble. ada is an R package that implements three popular variants of boosting, together with a version of stochastic gradient boosting. In addition, useful plots for data analytic purposes are provided along with an extension to the multi-class case. The algorithms are illustrated with synthetic and real data sets.
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