Software Open Access
Component-wise boosting applies the boosting framework to statistical models, e.g., general additive models using component-wise smoothing splines. Boosting these kinds of models maintains interpretability and enables unbiased model selection in high dimensional feature spaces.
compboost is an alternative implementation of component-wise boosting written in
C++ to obtain high runtime performance and full memory control. The main idea is to provide a modular class system which can be extended without editing the source code. Therefore, it is possible to use
R functions as well as
C++ functions for custom base-learners, losses, logging mechanisms or stopping criteria.