Rank {gfboost} | R Documentation |
Gradient-free Gradient Boosting family for the hard ranking loss function including its fast computation.
Rank()
The hard ranking loss is used to compare different orderings, usually the true ordering of instances of a data
set according to their responses with the predicted counterparts. The usage of the pcaPP
package avoids the
cumbersome computation that would require
frac{n}{2(n-1)}
comparisons. Rank
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, Equations (5.2.2) and (5.2.3)
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)
Rank()@risk(y,yhat)}
{x<-1:6
z<-6:1
Rank()@risk(x,z)}
{x<-1:6
z<-1:6
Rank()@risk(x,z)}