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Mean and quantile boosting for partially linear additive models

机译:部分线性加性模型的均值和分位数增强

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摘要

Additive models are often applied in statistical learning which allow linear and nonlinear predictors to coexist. In this article we adapt existing boosting methods for both mean regression and quantile regression in additive models which can simultaneously identify nonlinear, linear and zero predictors. We use gradient boosting in which simple linear regression and univariate penalized spline are used as base learners. Twin boosting is applied to achieve better variable selection accuracy. Simulation studies as well as real data applications illustrate the strength of our proposed methods.
机译:加法模型通常用于统计学习中,它允许线性和非线性预测变量共存。在本文中,我们将现有的增强方法应用于加性模型中的均值回归和分位数回归,这些方法可以同时识别非线性,线性和零预测变量。我们使用梯度提升,其中简单的线性回归和单变量惩罚样条被用作基础学习者。应用双倍提升以实现更好的变量选择精度。仿真研究以及实际数据应用说明了我们提出的方法的优势。

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