Extending statistical boosting. An overview of recent methodological developments
Mayr A, Binder H, Gefeller O, Schmid M (2014)
Publication Type: Journal article
Publication year: 2014
Journal
Publisher: Schattauer
Book Volume: 53
Pages Range: 428-35
Journal Issue: 6
DOI: 10.3414/ME13-01-0123
Abstract
Boosting algorithms to simultaneously estimate and select predictor effects in statistical models have gained substantial interest during the last decade.This review highlights recent methodological developments regarding boosting algorithms for statistical modelling especially focusing on topics relevant for biomedical research.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.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.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.
Authors with CRIS profile
Andreas Mayr
Lehrstuhl für Biometrie und Epidemiologie
Olaf Gefeller
Lehrstuhl für Biometrie und Epidemiologie
Matthias Schmid
Lehrstuhl für Biometrie und Epidemiologie
Involved external institutions
Germany (DE)How to cite
APA:
Mayr, A., Binder, H., Gefeller, O., & Schmid, M. (2014). Extending statistical boosting. An overview of recent methodological developments. Methods of Information in Medicine, 53(6), 428-35. https://doi.org/10.3414/ME13-01-0123
MLA:
Mayr, Andreas, et al. "Extending statistical boosting. An overview of recent methodological developments." Methods of Information in Medicine 53.6 (2014): 428-35.
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