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Model-based boosting in R: a hands-on tutorial using the R package mboost

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  • Benjamin Hofner
  • Andreas Mayr
  • Nikolay Robinzonov
  • Matthias Schmid

Abstract

We provide a detailed hands-on tutorial for the R add-on package mboost. The package implements boosting for optimizing general risk functions utilizing component-wise (penalized) least squares estimates as base-learners for fitting various kinds of generalized linear and generalized additive models to potentially high-dimensional data. We give a theoretical background and demonstrate how mboost can be used to fit interpretable models of different complexity. As an example we use mboost to predict the body fat based on anthropometric measurements throughout the tutorial. Copyright Springer-Verlag Berlin Heidelberg 2014

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  • Benjamin Hofner & Andreas Mayr & Nikolay Robinzonov & Matthias Schmid, 2014. "Model-based boosting in R: a hands-on tutorial using the R package mboost," Computational Statistics, Springer, vol. 29(1), pages 3-35, February.
    • Handle: RePEc:spr:compst:v:29:y:2014:i:1:p:3-35
    DOI: 10.1007/s00180-012-0382-5
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    1. Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731, October.
    2. Thomas Kneib & Torsten Hothorn & Gerhard Tutz, 2009. "Variable Selection and Model Choice in Geoadditive Regression Models," Biometrics, The International Biometric Society, vol. 65(2), pages 626-634, June.
    3. Fenske, Nora & Kneib, Thomas & Hothorn, Torsten, 2011. "Identifying Risk Factors for Severe Childhood Malnutrition by Boosting Additive Quantile Regression," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 494-510.
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    8. Juan Torres Munguía, 2024. "Identifying Gender-Specific Risk Factors for Income Poverty across Poverty Levels in Urban Mexico: A Model-Based Boosting Approach," Social Sciences, MDPI, vol. 13(3), pages 1-21, March.
    9. Citores, L. & Ibaibarriaga, L. & Lee, D.-J. & Brewer, M.J. & Santos, M. & Chust, G., 2020. "Modelling species presence–absence in the ecological niche theory framework using shape-constrained generalized additive models," Ecological Modelling, Elsevier, vol. 418(C).
    10. Harald Binder & Hans Kestler & Matthias Schmid, 2014. "Proceedings of Reisensburg 2011," Computational Statistics, Springer, vol. 29(1), pages 1-2, February.
    11. Riccardo De Bin, 2016. "Boosting in Cox regression: a comparison between the likelihood-based and the model-based approaches with focus on the R-packages CoxBoost and mboost," Computational Statistics, Springer, vol. 31(2), pages 513-531, June.
    12. Alina Schenk & Moritz Berger & Matthias Schmid, 2024. "Pseudo-value regression trees," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 30(2), pages 439-471, April.
    13. Boyao Zhang & Tobias Hepp & Sonja Greven & Elisabeth Bergherr, 2022. "Adaptive step-length selection in gradient boosting for Gaussian location and scale models," Computational Statistics, Springer, vol. 37(5), pages 2295-2332, November.
    14. Juan Armando Torres Munguía, 2024. "A model-based boosting approach to risk factors for physical intimate partner violence against women and girls in Mexico," Journal of Computational Social Science, Springer, vol. 7(2), pages 1937-1963, October.
    15. Thomas Welchowski & Matthias Schmid, 2019. "Sparse kernel deep stacking networks," Computational Statistics, Springer, vol. 34(3), pages 993-1014, September.
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