[Mboost-commits] r799 - in pkg/mboostDevel: . R inst man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Sep 29 11:42:54 CEST 2014
Author: hofner
Date: 2014-09-29 11:42:53 +0200 (Mon, 29 Sep 2014)
New Revision: 799
Added:
pkg/mboostDevel/R/stabsel.R
pkg/mboostDevel/man/stabsel.Rd
Removed:
pkg/mboostDevel/NEWS
pkg/mboostDevel/inst/CHANGES
Modified:
pkg/mboostDevel/DESCRIPTION
pkg/mboostDevel/NAMESPACE
pkg/mboostDevel/R/bmrf.R
pkg/mboostDevel/R/brad.R
pkg/mboostDevel/R/btree.R
pkg/mboostDevel/R/mboost.R
pkg/mboostDevel/inst/NEWS.Rd
pkg/mboostDevel/man/baselearners.Rd
pkg/mboostDevel/man/blackboost.Rd
Log:
- re-added a generic version of stabsel (which depends on package stabs)
- explicitly specify the packages for functions that are implemented in
packages that are listed as "Suggests:", e.g we now use "party::ctree_control" etc.
- updated NEWS.Rd and removed inst/CHANGES
Modified: pkg/mboostDevel/DESCRIPTION
===================================================================
--- pkg/mboostDevel/DESCRIPTION 2014-09-26 08:15:48 UTC (rev 798)
+++ pkg/mboostDevel/DESCRIPTION 2014-09-29 09:42:53 UTC (rev 799)
@@ -15,10 +15,10 @@
component-wise (penalised) least squares estimates or regression
trees as base-learners for fitting generalized linear, additive
and interaction models to potentially high-dimensional data.
-Depends: R (>= 2.14.0), methods, stats, parallel
+Depends: R (>= 2.14.0), methods, stats, parallel, stabs
Imports: Matrix, survival, splines, lattice, nnls, quadprog, utils
Suggests: party (>= 1.0-3), TH.data, MASS, fields, BayesX, gbm, mlbench,
- RColorBrewer, rpart (>= 4.0-3), stabs
+ RColorBrewer, rpart (>= 4.0-3)
LazyData: yes
License: GPL-2
URL: http://r-forge.r-project.org/projects/mboost/
Modified: pkg/mboostDevel/NAMESPACE
===================================================================
--- pkg/mboostDevel/NAMESPACE 2014-09-26 08:15:48 UTC (rev 798)
+++ pkg/mboostDevel/NAMESPACE 2014-09-29 09:42:53 UTC (rev 799)
@@ -1,6 +1,7 @@
import(methods)
import(stats)
+import(stabs)
import(Matrix)
import(parallel)
@@ -21,7 +22,8 @@
Huber, AdaExp, Gehan, CoxPH, Hurdle, Multinomial, FP, IPCweights,
cvrisk, cv, bbs,
bols, bspatial, brandom, btree, bss, bns, brad, bmono, bmrf, buser, survFit, selected,
- nuisance, "%+%", "%X%", "%O%", extract, risk, "mstop<-")
+ nuisance, "%+%", "%X%", "%O%", extract, risk, "mstop<-",
+ stabsel.mboost, stabsel_parameters.mboost)
###, basesel, fitsel)
exportClasses("boost_family")
exportMethods("show")
@@ -84,5 +86,7 @@
S3method(plot, mboost.ci)
S3method(lines, mboost.ci)
S3method(print, glmboost.ci)
+S3method(stabsel, mboost)
+S3method(stabsel_parameters, mboost)
useDynLib(mboostDevel)
Deleted: pkg/mboostDevel/NEWS
===================================================================
--- pkg/mboostDevel/NEWS 2014-09-26 08:15:48 UTC (rev 798)
+++ pkg/mboostDevel/NEWS 2014-09-29 09:42:53 UTC (rev 799)
@@ -1 +0,0 @@
-link inst/CHANGES
\ No newline at end of file
Modified: pkg/mboostDevel/R/bmrf.R
===================================================================
--- pkg/mboostDevel/R/bmrf.R 2014-09-26 08:15:48 UTC (rev 798)
+++ pkg/mboostDevel/R/bmrf.R 2014-09-29 09:42:53 UTC (rev 799)
@@ -53,13 +53,12 @@
return(ret)
}
-hyper_bmrf <-
-function (mf, vary, bnd = NULL, df = 4, lambda = NULL, center = FALSE)
-{
+hyper_bmrf <- function (mf, vary, bnd = NULL, df = 4, lambda = NULL,
+ center = FALSE) {
if (is.null(bnd))
stop("Neighbourhood relations must be given in matrix or boundary format.")
else if (inherits(bnd, "bnd"))
- K <- bnd2gra(bnd)
+ K <- BayesX::bnd2gra(bnd)
else if (isMATRIX(bnd) &&
nrow(bnd) == ncol(bnd) &&
nlevels(mf[[1]]) <= nrow(bnd) &&
@@ -75,9 +74,7 @@
center = center)
}
-X_bmrf <-
-function (mf, vary, args)
-{
+X_bmrf <- function (mf, vary, args) {
K <- args$K
districts <- rownames(K)
X <- Diagonal(nrow(K))
Modified: pkg/mboostDevel/R/brad.R
===================================================================
--- pkg/mboostDevel/R/brad.R 2014-09-26 08:15:48 UTC (rev 798)
+++ pkg/mboostDevel/R/brad.R 2014-09-29 09:42:53 UTC (rev 799)
@@ -1,9 +1,9 @@
brad <- function(..., by = NULL, index = NULL, knots = 100, df = 4, lambda = NULL,
- covFun = stationary.cov,
+ covFun = fields::stationary.cov,
args = list(Covariance = "Matern", smoothness = 1.5, theta = NULL)) {
- if (!require("fields"))
- stop("cannot load ", sQuote("fields"))
+ # if (!require("fields"))
+ # stop("cannot load ", sQuote("fields"))
cll <- match.call()
cll[[1]] <- as.name("brad")
@@ -116,7 +116,10 @@
## first we need to build a correct matrix of mf
x <- as.matrix(mf[which(colnames(mf) != vary)])
if (length(knots) == 1) {
- knots <- cover.design(R = unique(x), nd = knots)$design
+ if (!require("fields"))
+ stop("Cannot load package", sQuote("fields"),
+ ", which is needed for the automatic knot placement")
+ knots <- fields::cover.design(R = unique(x), nd = knots)$design
}
if ("theta" %in% names(args) && is.null(args$theta)){
## (try to) compute effective range
@@ -135,16 +138,16 @@
# rho( max(x_(i) - x_(j)), smoothness, theta = max(x_(i) - x_(j))/c ) = 0.001
# <==> rho(c, smoothness, theta = 1) = 0.001
effective_range <- function(x, eps = 0.001, interval = c(0.1, 100),
- covFun = stationary.cov, args = list()){
+ covFun = fields::stationary.cov, args = list()){
- if ( !( length(deparse(covFun)) == length(deparse(stationary.cov))
- && all(deparse(covFun) == deparse(stationary.cov)) ) &&
- !( length(deparse(covFun)) == length(deparse(Exp.cov))
- && all(deparse(covFun) == deparse(Exp.cov)) ) ){
+ if ( !( length(deparse(covFun)) == length(deparse(fields::stationary.cov))
+ && all(deparse(covFun) == deparse(fields::stationary.cov)) ) &&
+ !( length(deparse(covFun)) == length(deparse(fields::Exp.cov))
+ && all(deparse(covFun) == deparse(fields::Exp.cov)) ) ){
## if cov.funcion is not one of stationary.cov and Exp.cov
warning(sQuote("effective_range()"), " is only implemented for ",
sQuote("stationary.cov"), " and ", sQuote("Exp.cov"),
- " from package:fields.")
+ " from package ", sQuote("fields"))
return(NULL)
}
Modified: pkg/mboostDevel/R/btree.R
===================================================================
--- pkg/mboostDevel/R/btree.R 2014-09-26 08:15:48 UTC (rev 798)
+++ pkg/mboostDevel/R/btree.R 2014-09-29 09:42:53 UTC (rev 799)
@@ -1,8 +1,8 @@
### the classical tree-based baselearner; stumps by default
### (also fits an additive model)
-btree <- function(...,
- tree_controls = ctree_control(stump = TRUE,
+btree <- function(...,
+ tree_controls = party::ctree_control(stump = TRUE,
mincriterion = 0,
savesplitstats = FALSE)) {
@@ -52,7 +52,7 @@
df <- mf
df[[rname]] <- y
object <- party:::ctreedpp(fm, data = df)
- fitmem <- ctree_memory(object, TRUE)
+ fitmem <- party::ctree_memory(object, TRUE)
where <- rep.int(0, nrow(mf))
storage.mode(where) <- "integer"
storage.mode(weights) <- "double"
Modified: pkg/mboostDevel/R/mboost.R
===================================================================
--- pkg/mboostDevel/R/mboost.R 2014-09-26 08:15:48 UTC (rev 798)
+++ pkg/mboostDevel/R/mboost.R 2014-09-29 09:42:53 UTC (rev 799)
@@ -528,7 +528,7 @@
### just one single tree-based baselearner
blackboost <- function(formula, data = list(),
- tree_controls = ctree_control(teststat = "max",
+ tree_controls = party::ctree_control(teststat = "max",
testtype = "Teststatistic",
mincriterion = 0,
maxdepth = 2, savesplitstats = FALSE),
Added: pkg/mboostDevel/R/stabsel.R
===================================================================
--- pkg/mboostDevel/R/stabsel.R (rev 0)
+++ pkg/mboostDevel/R/stabsel.R 2014-09-29 09:42:53 UTC (rev 799)
@@ -0,0 +1,87 @@
+## stabsel method for mboost; requires stabs
+stabsel.mboost <- function(x, cutoff, q, PFER,
+ folds = subsample(model.weights(x), B = B),
+ B = ifelse(sampling.type == "MB", 100, 50),
+ assumption = c("unimodal", "r-concave", "none"),
+ sampling.type = c("SS", "MB"),
+ papply = mclapply, verbose = TRUE, FWER, eval = TRUE, ...) {
+
+ cll <- match.call()
+ p <- length(variable.names(x))
+ ibase <- 1:p
+
+ sampling.type <- match.arg(sampling.type)
+ if (sampling.type == "MB")
+ assumption <- "none"
+ else
+ assumption <- match.arg(assumption)
+
+ B <- ncol(folds)
+
+ pars <- stabsel_parameters(p = p, cutoff = cutoff, q = q,
+ PFER = PFER, B = B,
+ verbose = verbose, sampling.type = sampling.type,
+ assumption = assumption, FWER = FWER)
+ ## return parameter combination only if eval == FALSE
+ if (!eval)
+ return(pars)
+
+ cutoff <- pars$cutoff
+ q <- pars$q
+ PFER <- pars$PFER
+
+ fun <- function(model) {
+ xs <- selected(model)
+ qq <- sapply(1:length(xs), function(x) length(unique(xs[1:x])))
+ xs[qq > q] <- xs[1]
+ xs
+ }
+ if (sampling.type == "SS") {
+ ## use complementary pairs
+ folds <- cbind(folds, model.weights(x) - folds)
+ }
+ ss <- cvrisk(x, fun = fun,
+ folds = folds,
+ papply = papply, ...)
+
+ if (verbose){
+ qq <- sapply(ss, function(x) length(unique(x)))
+ sum_of_violations <- sum(qq < q)
+ if (sum_of_violations > 0)
+ warning(sQuote("mstop"), " too small in ",
+ sum_of_violations, " of the ", ncol(folds),
+ " subsampling replicates to select ", sQuote("q"),
+ " base-learners; Increase ", sQuote("mstop"),
+ " bevor applying ", sQuote("stabsel"))
+ }
+
+
+ ## if grid specified in '...'
+ if (length(list(...)) >= 1 && "grid" %in% names(list(...))) {
+ m <- max(list(...)$grid)
+ } else {
+ m <- mstop(x)
+ }
+ ret <- matrix(0, nrow = length(ibase), ncol = m)
+ for (i in 1:length(ss)) {
+ tmp <- sapply(ibase, function(x)
+ ifelse(x %in% ss[[i]], which(ss[[i]] == x)[1], m + 1))
+ ret <- ret + t(sapply(tmp, function(x) c(rep(0, x - 1), rep(1, m - x + 1))))
+ }
+
+ phat <- ret / length(ss)
+ rownames(phat) <- names(variable.names(x))
+ if (extends(class(x), "glmboost"))
+ rownames(phat) <- variable.names(x)
+ ret <- list(phat = phat, selected = which((mm <- apply(phat, 1, max)) >= cutoff),
+ max = mm, cutoff = cutoff, q = q, PFER = PFER,
+ sampling.type = sampling.type, assumption = assumption,
+ call = cll)
+ ret$call[[1]] <- as.name("stabsel")
+ class(ret) <- c("stabsel", "stabsel_mboost")
+ ret
+}
+
+stabsel_parameters.mboost <- function(p, ...) {
+ stabsel(p, ..., eval = FALSE)
+}
Deleted: pkg/mboostDevel/inst/CHANGES
===================================================================
--- pkg/mboostDevel/inst/CHANGES 2014-09-26 08:15:48 UTC (rev 798)
+++ pkg/mboostDevel/inst/CHANGES 2014-09-29 09:42:53 UTC (rev 799)
@@ -1,773 +0,0 @@
- CHANGES in `mboost' VERSION 2.4-0 (2014-09-26, rZZZ)
-
- o added confint function to compute (bootstrap) confidence intervals
- together with plot and print methods
-
- o improved plot method for varying coefficients (ylim now suitable) and
- base-learners of factor variables.
-
- o tweaked update function: we now can turn the trace off and specify
- the type of risk as well as the oobweight to update()
-
- o stabsel has been moved to the new package stabs
-
- o changed vignette mboost_tutorial to reflect latest changes in mboost.
-
- o Bugfixes:
- - glmboost()$model.frame() was broken
- - glmboost()$update() was broken
- - predict() for models with non-scalar offsets was broken
-
- CHANGES in `mboost' VERSION 2.3-0 (2014-06-26, r771)
-
- o stabsel was recoded and now uses different terminology, much more options
- and a better tested code base
-
- o new replacement function mstop<- as an alternative to <mboost>[i]
- (suggested by Achim Zeileis).
-
- o bmono:
- - new and faster algorithm to compute monotonic P-splines (type = "quad.prog")
- - new constraints added for positive and negative spline estimates
-
- o bbs:
- - allows monotone T-splines (experimental)
- - new argument deriv to bbs for computing derivatives of B-splines
-
- o bmrf can now also handle neighborhood matrizes as an argument to bnd
-
- o added new families Hurdle and Multinomial
-
- o boost_control: added new argument stopintern for internal stopping
- (based on oobag data) during fitting
-
- o All data sets have been moved to the new package set TH.data
-
- o Misc:
- - added new argmument which to variable.names()
- - added new method risk to extract risks
- - brandom now checks that a factor is given
- - speed improvements when updating a model via mod[mstop]
- - changed \dontrun to \donttest
- - updated references
-
- o Bugfixes:
- - fixed a problem with extract() of single base-learners
- - fixed bug in AIC.mboost: df = "actset" can only be used with
- glmboost models
- - fixed package startup messages
- - fixed a problem in mboost_fit (when names of base-learners were missing)
-
-
- CHANGES in `mboost' VERSION 2.2-3 (2013-09-09, r733)
-
- o fixed bugs in survival families:
- - offset in all survival families was based on max(survtime) instead
- of max(log(survtime));
- - offset in CoxPH can't be computed from Cox Partial LH as constants
- are canceled out; Use fixed offset instead;
-
- o speed up checking of manual by changing some computations (e.g. reduce
- mstop) or exclude code from checking via \dontrun{}
-
- o removed dependency on ipred (replaced with TH.data)
-
- o small improvements in manual
-
-
- CHANGES in `mboost' VERSION 2.2-2 (2013-02-08, r703)
-
- o bbs(..., center = "spectralDecomp") computes the spectral decomposition
- of the penalty matrix and the penalized part of the design matrix is
- defined by this decomposition. Experiments show that
- bols(x) + bbs(x, center = "spectralDecomp")
- is a little better in recovering the true underlying functions than
- the default
- bols(x) + bbs(x, center = TRUE) or, equivalently,
- bols(x) + bbs(x, center = "differenceMatrix")
- For bbs(x, y, center = TRUE) or bmrf(x, center = TRUE), the spectral
- decomposition is (and was) always used.
-
- o fixed bug in stabsel: '...' was not passed to cvrisk and thus one could
- not specify options for mclapply
-
- o fixed bug in brandom: now really use contrasts.arg = "contr.dummy" per
- default.
-
- o removed tests/ folder and .Rout.save files for vignettes from the CRAN
- release
-
- o small improvements in manual
-
-
- CHANGES in `mboost' VERSION 2.2-1 (2013-01-14, r694)
-
- o included warnings in stabsel() for better guidiance of the user:
- - A warning is issued if the upper bound for the FWER in stability
- selection is greater (by a certain margin) than the specified bound.
- - A warning is also issued if mstop is too small to select q variables.
-
- o improved output of errors and warnings in stabsel.
-
- o suppress the notes from package Matrix about method ambiguity
- ("Note: method with signature ... chosen, ... would also be valid")
-
- o updated manual on base-learners to reflect the change in the default for
- degrees of freedom (addtionally, all options are now discussed in a
- separate section of the baselearner manual)
-
- o updated vignette mboost_tutorial
-
- o updated mboost_package.Rd:
- now all important changes since mboost 2.0 are documented there
-
- o changed roles of contributers to ctb
-
- o suggested packages are now only used inside if(require(pkg)) statements
-
- o changed startup message
-
-
- CHANGES in `mboost' VERSION 2.2-0 (2012-11-21, r680)
-
- o switch from packages `multicore' and`snow' to `parallel'
-
- o changed behavior of bols(x, intercept = FALSE) when x is a factor:
- now the intercept is simply dropped from the design matrix;
- coding can be specified as usually for factors.
-
- o changed default for options("mboost_dftraceS") to FALSE, i.e.,
- degrees of freedom are now computed from smoothing parameter
- as described in B. Hofner, T. Hothorn, T. Kneib, M. Schmid (2011).
-
- o changed computation of B-spline basis at the boundaries:
- now also use equidistant knots in the boundaries (per default)
-
- o improved plot function when dealing with spatial plots
- (now builds suitable grid based on the observations if no newdata is given)
-
- o increased default number of subsampling replicates in stabsel to 100
-
- o [experimental] bmono() now implements constraints at the boundaries of
- (monotonic) P-splines
-
- o [experimental] added family Gehan() for rank-based estimation of survival models
- in an accelerated failure time framework (contributed by Brent Johnson
- <bajohn3 at emory.edu>)
-
-
- CHANGES in `mboost' VERSION 2.1-3 (2012-09-27, r672)
-
- o matrices with one column are now handled as vectors in base-learners
-
- o improved manual
-
- o fixed error that occures with R (>= 2.16) due to internal changes in R
-
-
- CHANGES in `mboost' VERSION 2.1-2 (2012-02-29, r647)
-
- o improved handling of missing values
- (throws warnings and fixed a bug that occured for missings in the response)
-
- o improved manual for the handling of contrasts in bols
-
- o added tutorial vignette
-
- o updated references
-
-
- CHANGES in `mboost' VERSION 2.1-1 (2011-11-28, r606)
-
- o new option "mboost_eps" for factor in Demmler-Reinsch orthogonalization
-
-
- CHANGES in `mboost' VERSION 2.1-0 (2011-11-15, r601)
-
-
- Base-learners
-
- o added base-learners for smooth monotonic (or convex/concave)
- functions of one or two variables (bmono())
-
- o added base-learners for radial basis functions (brad())
-
- o added base-learners for Markov random fields (bmrf())
-
- o bbs(x, cyclic = TRUE) for cyclic covariates ensures that
- predictions at the boundaries coincide and that the resulting
- function estimate is smoothly joined
-
- o bols(x, intercept = FALSE) only reasonable if x is centered.
- A warning is now issued if x is not centered.
-
- o changed default for degrees of freedom in bspatial()
- to df = 6
-
- o added checks in bbs (and brandom) to ensure that the specified
- degrees of freedom are greater than the range of the (unpenalized)
- null space
-
- o bolscw can be mixed with other base-learners (although
- not yet exported and not via the formula interface)
-
- o new experimental baselearner %O% for smoothing
- matrix-values responses
-
-
- Families
-
- o add Binomial(link = "probit") and general cdf's as link
- functions (experimental)
-
- o added new families:
- - AUC() for AUC loss function
- - GammaReg() for gamma regression models
-
-
- Methods
-
- o added extract() methods for base-learners and fitted models
-
- o added residuals() function to extract residuals from the
- model
-
- o improved predict.mboost(): added names where missing and the
- offset as attribute where applicable.
-
- o fixed bug in predict() with glmboost.matrix(..., center = TRUE)
-
- o coef now also works with tree base-learners
- (returns NULL in this case)
-
- o changed coef.gamboost to coef.mboost
-
- o various improvements in plot.mboost function
-
-
- Miscellaneous
-
- o changed default in glmboost() to center = TRUE
-
- o speed up glmboost() a little bit
-
- o changed behavior of cvrisk() if weights are used:
- out-of-bag-risk now weighted according to "weights" as
- specified in call to mboost
-
- o added warning if df2lambda is likely to become numerically
- instable (i.e. in the case of large entries in the design matrix)
-
- o improved storage, speed and stability using Matrix technology for
- bols() for factors with many levels and brandom();
- further improvements in base-learners that are combined via %+%.
-
- o various improvements and fixes in manuals
-
-
- CHANGES in `mboost' VERSION 2.0-12 (2011-08-22, r586)
-
- o minor bugfixes to make mboost work with gamboostLSS
-
- o replaced writeLines with packageStartupMessage in .onAttach()
-
- o replaced partially matched function arguments by full arguments
-
- o minor fixes in manuals
-
-
- CHANGES in `mboost' VERSION 2.0-11 (2011-03-17, r561)
-
- o fix problem in bl_lin when using dense matrices from package "Matrix"
-
-
- CHANGES in `mboost' VERSION 2.0-10 (2011-02-20, r556)
-
- o add rqss results for India childhood malnutrition data
-
-
- CHANGES in `mboost' VERSION 2.0-9 (2010-11-19, r543)
-
- o add gbm to Suggests
-
-
- CHANGES in `mboost' VERSION 2.0-8 (2010-11-11, r542)
-
- o make survival package happy again
-
-
- CHANGES in `mboost' VERSION 2.0-7 (2010-09-28, r534)
-
- o vignette "mboost" updated
-
- o remove problem with R CMD check that occurred on some 64bit systems
-
-
- CHANGES in `mboost' VERSION 2.0-6 (2010-05-22, r510)
-
- o no not use multicore functionality in R CMD check, really.
-
-
- CHANGES in `mboost' VERSION 2.0-5 (2010-05-21, r507)
-
- o no not use multicore functionality in R CMD check
-
-
- CHANGES in `mboost' VERSION 2.0-4 (2010-04-15, r490)
-
- o new vignette "mboost" describing 2.0-x series features
-
- o fixed bug in bols(): contrast.arg was ignored if not a named list
- (which is wasn't per default)
-
- o added (missing) response functions to families Weibull(),
- Loglog(), Lognormal() and NBinomial()
-
- o fixed bug in family CoxPH which occurred with NAs
-
- o improvements and corrections in documentation
-
-
- CHANGES in `mboost' VERSION 2.0-3 (2010-03-10, r456)
-
- o glmboost(..., center = TRUE) now also centers columns of the
- design matrix corresponding to contrasts of factors
- when an intercept term is present leading to faster risk
- minimization in these cases.
-
- o coef.glmboost: New argument `off2int = TRUE' adds the
- offset to the intercept. In addition, the intercept
- term is now adjusted for centered covariates.
-
- o check for infinite residuals in mboost_fit(). Especially
- for family = Poisson(), something like boost_control(nu = 0.01)
- fixes this problem.
-
- o "by" (in bols() and bbs()) can now handle factors with more than
- two levels
-
- o improved plot.mboost() for varying coefficients
-
- o minor improvements in documentation
-
-
- CHANGES in `mboost' VERSION 2.0-2 (2010-03-04)
-
- o fixed bug in helper function get_index, which caused (in some circumstances)
- wrong handling of factors in gamboost() (spotted by
- Juliane Schaefer <JSchaefer _at_ uhbs.ch>)
-
- o reduce memory footprint in blackboost (requires party 0.9-9993)
-
-
- CHANGES in `mboost' VERSION 2.0-1 (2010-03-01)
-
- o fixed bug in coef( , aggregate = "cumsum"): fraction "nu" was missing
-
-
- CHANGES in `mboost' VERSION 2.0-0 (2010-02-01)
-
- o generic implementation of component-wise functional gradient
- boosting in `mboost_fit', specialized code for linear,
- additive and interaction models removed
-
- o new families available for ordinal, expectile and censored regression
-
- o computations potentially based on package Matrix
- (reduces memory usage)
-
- o various speed improvements
-
- o added interface to extract selected base-learners (selected())
-
- o added interface for parallel computations in cvrisk with
- arbitrary packages (e.g. multicore, snow)
-
- o added "which" argument in predict and coef functions and improved
- usability of "which" in plot-function. Users can specify "which" as
- numeric value or as a character string
-
- o added function cv() to generate matrices for k-fold cross-validation,
- subsampling and bootstrap
-
- o new function stabsel() for stability selection with error control
-
- o added function model.weights() to extract the weights
-
- o added interface to expand model by increasing mstop in
- model[mstop]
-
- o alternative definition of degrees of freedom available
-
- o Interface changes:
-
- - class definition / Family() arguments changed
- - changed behavior of subset method (model[mstop]). Object
- is directly altered and not duplicated
- - argument "center" in bols replaced with "intercept"
- - argument "z" in base-learners replaced with "by"
- - bns and bss deprecated;
-
-
- CHANGES in `mboost' VERSION 1.1-4 (2009-11-18)
-
- o fixed bug in prediction with varying coefficients for binary
- effect modifiers
-
- CHANGES in `mboost' VERSION 1.1-3 (2009-09-21)
-
- o better x-axes in plot.cvrisk and possibility to change xlab
-
- o parallel cvrisk on Unix systems only (`multicore' isn't safe on windows)
-
- o included new penalty for ordinal predictors (in bols())
-
- o corrected bug in bspatial (centering was not used for Xna)
-
- o removed output of dfbase (which is seldom used) in gamboost
-
- o changed manual for coef.gamboost
-
- o make sure NAs are handled correctly when center = TRUE
- in glmboost
-
-
- CHANGES in `mboost' VERSION 1.1-2 (2009-07-21)
-
- o better weights and boundary knots handling in bspatial
-
- o cvrisk runs in parallel if package `multicore' is available
-
- o errors removed and minor improvements in the manuals
-
- o center = TRUE in glmboost did only apply to numeric (not integer)
- predictors
-
- o for safety reasons: na.action = na.omit again
- (causes slight changes in wpbc3 example)
-
-
- CHANGES in `mboost' VERSION 1.1-1 (2009-04-21)
-
- o new quantile regression facilities.
-
- o fix problem with bbs baselearner and cvrisk
-
-
- CHANGES in `mboost' VERSION 1.1-0 (2009-03-27)
-
- o bbs instead of bss is the default baselearner in gamboost
-
- o make sure bbs with weights and expanded observations
- returns numerically the very same results
-
- o btree can now deal with multiple variables
-
- o new gMDL criterion (contributed by Zhu Wang <zhu.wang at yale.edu>)
-
- o make survival package happy again
-
-
- CHANGES in `mboost' VERSION 1.0-6 (2009-01-09)
-
- o bols allows to specify non-default contrasts.
-
-
- CHANGES in `mboost' VERSION 1.0-5 (2008-12-02)
-
- o remove experimental memory optimization steps
-
-
- CHANGES in `mboost' VERSION 1.0-4 (2008-11-12)
-
- o negative gradient of GaussClass() was wrong, spotted by
- Kao Lin <linkao at picb.ac.cn>
-
-
- CHANGES in `mboost' VERSION 1.0-3 (2008-11-07)
-
- o Date was malformed in DESCRIPTION
-
-
- CHANGES in `mboost' VERSION 1.0-2 (2008-11-05)
-
- o improved memory footprint in gamboost() and cvrisk()
-
- o option to suppress saving of ensembless added to
- boost_control()
-
- o bbs(), bns(), bspatial(): default number of knots changed to
- a fixed value (= 20)
-
- o changed default for grid (now uses all iterations) in
- cvrisk() and changed plot.cvrisk()
-
- o bols: works now for factors and can be set-up
- to use Ridge-estimation. Intercept can be omitted
- now (via center = TRUE).
-
- o new btree() baselearner for gamboost() available
-
- o fix inconsistencies in regression tests
-
- o add coef.gamboost
-
- o new generic `survFit'
-
- o cosmetics for trace = TRUE
-
-
- CHANGES in `mboost' VERSION 1.0-1 (2007-12-09)
-
- o inst/mboost_Bioinf.R was missing from mboost 1.0-0
-
-
- CHANGES in `mboost' VERSION 1.0-0 (2007-11-13)
-
- o documentation updates
-
-
- CHANGES in `mboost' VERSION 0.9-0 (internal)
-
- o tests update and release the new version on CRAN
-
- o predict(..., allIterations = TRUE) returns the matrix
- of predictors for all boosting iterations
-
-
- CHANGES in `mboost' VERSION 0.6-2 (internal)
-
- o move `mboost' to R-forge
-
- o improvements in `gamboost':
- - P-splines as base learners available
- - new formula interface for specifying the base learner
- - new plot.gamboost
-
- o add the number of selected variables as degrees of freedom
- (as mentioned in the discussion of Hastie to Buehlmann & Hothorn)
-
- o status information during fitting is now available via
- boost_control(trace = TRUE) but is switched off by default
-
- o acknowledge constributions by Thomas Kneib and Matthias Schmid
- in DESCRIPTION
-
-
- CHANGES in `mboost' VERSION 0.6-1 (internal)
-
- o gamboost() now allows for user-specified base learners
- via the formula interface
-
- o gamboost.matrix(x = x, ...) requires colnames being set
- for `x'
-
- o na.action = na.omit fix for g{al}mboost()
-
-
- CHANGES in `mboost' VERSION 0.5-8 (2007-05-31)
-
- o gamboost(..., weights = w) was broken
-
-
- CHANGES in `mboost' VERSION 0.5-7 (2007-05-30)
-
- o extract response correctly in fitted.blackboost
-
- o hatvalues (and thus AICs) for GLMs with centering of
- covariates may have been wrong since version 0.5-0
-
- o add paper examples to tests
-
-
- CHANGES in `mboost' VERSION 0.5-6 (2007-05-07)
-
- o fix Rd problems
-
-
- CHANGES in `mboost' VERSION 0.5-5 (2007-04-25)
-
- o `westbc' regenerated
-
- o LazyLoad: yes (no SaveImage: yes)
-
-
- CHANGES in `mboost' VERSION 0.5-4 (2007-04-18)
-
- o plot() method for `glmboost' objects visualizing the
- coefficient path (feature request by Axel Benner <benner at dkfz.de>).
-
- o predict(newdata = <matrix>) was broken for gamboost(),
- thanks to Max Kuhn <Max.Kuhn at pfizer.com> for spotting this.
-
-
- CHANGES in `mboost' VERSION 0.5-3 (2007-03-23)
-
- o predict() for gamboost(..., dfbase = 1) was not working correctly
-
- o small performance and memory improvements for glmboost()
-
-
- CHANGES in `mboost' VERSION 0.5-2 (2007-02-28)
-
- o some performance improvements for `glmboost()'
-
- o blackboost() is now generic with formula and x, y interface
-
- o plot() method for cvrisk() and AIC() output now allows for ylim
- specification without troubles
-
-
- CHANGES in `mboost' VERSION 0.5-1 (2007-02-02)
-
- o depends party 0.9-9
-
-
- CHANGES in `mboost' VERSION 0.5-0 (2007-01-30)
-
- o new `baselearner' argument to `gamboost' allowing to
- specify difference component-wise base-learners to
- be used. Currently implemented: "ssp" for smoothing splines
- (default), "bsp" for B-splines and "ols" for linear models.
- The latter two haven't been tested yet.
-
- o The `dfbase' arguments now applies to each covariate and
- no longer to each column of the design matrix.
-
- o cvrisk() for blackboost() was broken, totally :-(
-
- o centered covariates were returned by glmboost() and gamboost()
-
- o Poisson() used an incorrect offset
-
- o check for y being positive counts when family = "Poisson()"[B
-
- o checks for Poisson() logLik() and AIC() methods
-
- o fire a warning when all u > 0 or u < 0
-
- o update vignette `mboost_illustrations'
-
-
- CHANGES in `mboost' VERSION 0.4-17 (2007-01-15)
-
- o fix problem with `dfbase' in `gamboost', spotted by
- Karin Eckel <Karin.Eckel at imbe.imed.uni-erlangen.de>
-
-
- CHANGES in `mboost' VERSION 0.4-16 (2007-01-12)
-
- o work around stats4:::AIC
-
-
- CHANGES in `mboost' VERSION 0.4-15 (2006-12-06)
-
- o fix plot problems in plot.cvrisk
-
- o allow for centering of the numerical covariates in glmboost and
- gamboost
-
-
- CHANGES in `mboost' VERSION 0.4-14 (2006-10-27)
-
- o AIC(..., "classical") is now faster for non-gaussian families
-
-
- CHANGES in `mboost' VERSION 0.4-13 (2006-10-04)
-
- o predict(..., newdata) can take a matrix now
-
-
- CHANGES in `mboost' VERSION 0.4-12 (2006-09-13)
-
- o predict(<blackboost-object>, type = "response") did not return
- factors when the response was actually a factor
-
- o report offset in print methods
-
- o add offset attribute to coef.glmboost
-
-
- CHANGES in `mboost' VERSION 0.4-11 (2006-09-07)
-
- o add `contrasts.arg' argument to `glmboost.formula'
-
- o more meaningful default for `grid' in `cvrisk'
-
- o R-2.4.0 fixes
-
-
- CHANGES in `mboost' VERSION 0.4-10 (2006-08-30)
-
- o add checks for CoxPH (against coefficients and logLik of coxph)
-
- o add weights to CoxPH
-
- o the ngradient function in Family objects needs to implement
- arguments (y, f, w), not just (y, f)
-
- o check for meaningful class of the response for some families
-
-
- CHANGES in `mboost' VERSION 0.4-9 (2006-07-17)
-
- o some small speed improvements in `gamboost'
-
- o handle factors in `gamboost' properly (via a linear model)
-
- o the dfbase argument can take a vector now (in `gamboost')
-
- o update and improve entries in DESCRIPTION
-
- o documentation updates
-
-
- CHANGES in `mboost' VERSION 0.4-8 (2006-07-05)
-
- o Huber() is `Huber Error', not `Huber Absolute Error'
-
- o added `CoxPH' family object for fitting Cox models
-
- o remove inst/LaTeX
-
- o use NROW / NCOL more often (now that `y' may be a `Surv' object)
-
- o implement `cvrisk', a general cross-validation function for the
- empirical risk and a corresponding plot method
-
- o unify risk computations in all three fitting functions
-
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/mboost -r 799
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