Artikel,

Boosting additive models using component-wise P-Splines

, und .
Computational Statistics & Data Analysis, 53 (2): 298--311 (Dezember 2008)
DOI: 10.1016/j.csda.2008.09.009

Zusammenfassung

An efficient approximation of L 2 Boosting with component-wise smoothing splines is considered. Smoothing spline base-learners are replaced by P-spline base-learners, which yield similar prediction errors but are more advantageous from a computational point of view. A detailed analysis of the effect of various P-spline hyper-parameters on the boosting fit is given. In addition, a new theoretical result on the relationship between the boosting stopping iteration and the step length factor used for shrinking the boosting estimates is derived.

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