Abstract
Statistical boosting algorithms have triggered a lot of research during the last decade. They combine a powerful machine learning approach with classical statistical modelling, offering various practical advantages like automated variable selection and implicit regularization of effect estimates. They are extremely flexible, as the underlying base-learners (regression functions defining the type of effect for the explanatory variables) can be combined with any kind of loss function (target function to be optimized, defining the type of regression setting). In this review article, we highlight the most recent methodological developments on statistical boosting regarding variable selection, functional regression, and advanced time-to-event modelling. Additionally, we provide a short overview on relevant applications of statistical boosting in biomedicine.
Dokumententyp: | Zeitschriftenartikel |
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Fakultät: | Mathematik, Informatik und Statistik > Statistik |
Themengebiete: | 500 Naturwissenschaften und Mathematik > 510 Mathematik |
URN: | urn:nbn:de:bvb:19-epub-55642-6 |
ISSN: | 1748-670X |
Sprache: | Englisch |
Dokumenten ID: | 55642 |
Datum der Veröffentlichung auf Open Access LMU: | 14. Jun. 2018, 09:59 |
Letzte Änderungen: | 04. Nov. 2020, 13:35 |