BT
type: Item
instance of: R package
software version identifier: 0.3
software version identifier: 0.4
maintained by: Gireg Willame
CRAN project: BT
programmed in: R
last update: 2023-08-19T00:00:00Z
description: Performs (Adaptive) Boosting Trees for Poisson distributed response variables, using log-link function. The code approach is similar to the one used in 'gbm'/'gbm3'. Moreover, each tree in the expansion is built thanks to the 'rpart' package. This package is based on following books and articles Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-25820-7> Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-57556-4> Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-25827-6> Denuit, M., Hainaut, D., Trufin, J. (2022) <doi:10.1080/03461238.2022.2037016> Denuit, M., Huyghe, J., Trufin, J. (2022) <https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A244325/datastream/PDF_01/view> Denuit, M., Trufin, J., Verdebout, T. (2022) <https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A268577>.
author: Gireg Willame
copyright license: GNU General Public License
imports: rpart
imports: stats
imports: statmod
imports: parallel
cites work: Effective Statistical Learning Methods for Actuaries I
cites work: Effective Statistical Learning Methods for Actuaries II
cites work: Effective Statistical Learning Methods for Actuaries III
cites work: Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
MaRDI profile type: Software
depends on software: R
description: (Adaptive) Boosting Trees Algorithm