WeakRank {gfboost} | R Documentation |
Gradient-free Gradient Boosting family for the weak ranking loss function.
WeakRank(K)
K |
Indicates that we are only interesting in the top |
The weak ranking loss may be regarded as a classification loss. The parameter K
defines the top of the list,
consisting of the best K
instances according to their response values. Then the weak ranking loss penalizes
”misclassification” in the sense that instances belonging to the top of the list are ranked lower and vice versa.
WeakRank
returns a family object as in the package mboost
.
A Boosting family object
Werner, T., Gradient-Free Gradient Boosting, PhD Thesis, Carl von Ossietzky University Oldenburg, 2020, Remark (5.2.1)
T. Hothorn, P. Bühlmann, T. Kneib, M. Schmid, and B. Hofner. mboost: Model-Based Boosting, 2017
{y<-c(-3, 10.3,-8, 12, 14,-0.5, 29,-1.1,-5.7, 119)
yhat<-c(0.02, 0.6, 0.1, 0.47, 0.82, 0.04, 0.77, 0.09, 0.01, 0.79)
WeakRank(4)@risk(y,yhat)}
{y<-c(-3, 10.3,-8, 12, 14,-0.5, 29,-1.1,-5.7, 119)
yhat<-c(0.02, 0.6, 0.1, 0.47, 0.82, 0.04, 0.77, 0.09, 0.01, 0.79)
WeakRank(5)@risk(y,yhat)}