Boosted coefficient models |
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Authors: | Joseph Sexton Petter Laake |
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Institution: | 1.Department of Biostatistics,Institute of Basic Medical Sciences,Oslo,Norway |
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Abstract: | Regression methods typically construct a mapping from the covariates into the real numbers. Here, however, we consider regression
problems where the task is to form a mapping from the covariates into a set of (univariate) real-valued functions. Examples
are given by conditional density estimation, hazard regression and regression with a functional response. Our approach starts
by modeling the function of interest using a sum of B-spline basis functions. To model dependence on the covariates, the coefficients
of this expansion are each modeled as functions of the covariates. We propose to estimate these coefficient functions using
boosted tree models. Algorithms are provided for the above three situations, and real data sets are used to investigate their
performance. The results indicate that the proposed methodology performs well. In addition, it is both straightforward, and
capable of handling a large number of covariates. |
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Keywords: | |
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