Extending statistical boosting. An overview of recent methodological developments.
Methods Inf Med
; 53(6): 428-35, 2014.
Article
em En
| MEDLINE
| ID: mdl-25112429
ABSTRACT
BACKGROUND:
Boosting algorithms to simultaneously estimate and select predictor effects in statistical models have gained substantial interest during the last decade.OBJECTIVES:
This review highlights recent methodological developments regarding boosting algorithms for statistical modelling especially focusing on topics relevant for biomedical research.METHODS:
We suggest a unified framework for gradient boosting and likelihood-based boosting (statistical boosting) which have been addressed separately in the literature up to now.RESULTS:
The methodological developments on statistical boosting during the last ten years can be grouped into three different lines of research i) efforts to ensure variable selection leading to sparser models, ii) developments regarding different types of predictor effects and how to choose them, iii) approaches to extend the statistical boosting framework to new regression settings.CONCLUSIONS:
Statistical boosting algorithms have been adapted to carry out unbiased variable selection and automated model choice during the fitting process and can nowadays be applied in almost any regression setting in combination with a large amount of different types of predictor effects.Palavras-chave
Texto completo:
1
Coleções:
01-internacional
Base de dados:
MEDLINE
Assunto principal:
Algoritmos
/
Computação Matemática
/
Funções Verossimilhança
/
Modelos Estatísticos
/
Pesquisa Biomédica
Tipo de estudo:
Diagnostic_studies
/
Prognostic_studies
/
Risk_factors_studies
Limite:
Humans
Idioma:
En
Revista:
Methods Inf Med
Ano de publicação:
2014
Tipo de documento:
Article