Adaptive and Automatic Gradient Boosting Computations

Fast and automatic gradient tree boosting designed to avoid manual tuning and cross-validation by utilizing an information theoretic approach. This makes the algorithm adaptive to the dataset at hand; it is completely automatic, and with minimal worries of overfitting. Consequently, the speed-ups relative to state-of-the-art implementations can be in the thousands while mathematical and technical knowledge required on the user are minimized.


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install.packages("agtboost")

0.9.1 by Berent Ånund Strømnes Lunde, 17 days ago


Browse source code at https://github.com/cran/agtboost


Authors: Berent Ånund Strømnes Lunde


Documentation:   PDF Manual  


GPL-3 license


Imports methods, Rcpp

Suggests testthat

Linking to Rcpp, RcppEigen


See at CRAN