Package: gpboost 1.8.0

Fabio Sigrist

gpboost: Combining Tree-Boosting with Gaussian Process and Mixed Effects Models

An R package that allows for combining tree-boosting with Gaussian process and mixed effects models. It also allows for independently doing tree-boosting as well as inference and prediction for Gaussian process and mixed effects models. See <https://github.com/fabsig/GPBoost> for more information on the software and Sigrist (2022, JMLR) <https://www.jmlr.org/papers/v23/20-322.html> and Sigrist (2023, TPAMI) <doi:10.1109/TPAMI.2022.3168152> for more information on the methodology.

Authors:Fabio Sigrist [aut, cre], Tim Gyger [aut], Pascal Kuendig [aut], Benoit Jacob [cph], Gael Guennebaud [cph], Nicolas Carre [cph], Pierre Zoppitelli [cph], Gauthier Brun [cph], Jean Ceccato [cph], Jitse Niesen [cph], Other authors of Eigen for the included version of Eigen [ctb, cph], Timothy A. Davis [cph], Patrick R. Amestoy [cph], Iain S. Duff [cph], Guolin Ke [ctb], Damien Soukhavong [ctb], James Lamb [ctb], Other authors of LightGBM for the included version of LightGBM [ctb], Microsoft Corporation [cph], Dropbox, Inc. [cph], Jay Loden [cph], Dave Daeschler [cph], Giampaolo Rodola [cph], Alberto Ferreira [ctb], Daniel Lemire [ctb], Victor Zverovich [cph], IBM Corporation [ctb], Keith O'Hara [cph], Stephen L. Moshier [cph], Jorge Nocedal [cph], Naoaki Okazaki [cph], Yixuan Qiu [cph], Dirk Toewe [cph]

gpboost_1.8.0.tar.gz
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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
gpboost/json (API)

# Install 'gpboost' in R:
install.packages('gpboost', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/fabsig/gpboost/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • agaricus.test - Test part from Mushroom Data Set
  • agaricus.train - Training part from Mushroom Data Set
  • bank - Bank Marketing Data Set
  • coords - Coordinates for example data for the GPBoost package
  • coords_test - Test coordinates for example data for the GPBoost package
  • group_data - Gouping data for example data for the GPBoost package
  • group_data_test - Test grouping data for example data for the GPBoost package
  • X - Predictor variable data for example data for the GPBoost package
  • X_test - Test predictor variable data for example data for the GPBoost package
  • y - Response variable data for example data for the GPBoost package

On CRAN:

Conda:

cppopenmp

4.83 score 1 packages 353 scripts 1.3k downloads 45 exports 5 dependencies

Last updated from:50aecb7734. Checks:8 OK, 2 ERROR. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK692
linux-devel-x86_64OK629
source / vignettesOK875
linux-release-arm64OK719
linux-release-x86_64OK904
windows-devel-arm64ERROR1123
windows-devel-x86_64OK1178
windows-release-arm64ERROR1054
windows-release-x86_64OK1177
wasm-releaseOK282

Exports:fitfitGPModelget_aux_parsget_coefget_cov_parsget_nested_categoriesgetinfogpb.convert_with_rulesgpb.cvgpb.Datasetgpb.Dataset.constructgpb.Dataset.create.validgpb.Dataset.savegpb.Dataset.set.categoricalgpb.Dataset.set.referencegpb.dumpgpb.get.default.num.threadsgpb.get.eval.resultgpb.get.num.threadsgpb.grid.search.tune.parametersgpb.importancegpb.interpretegpb.loadgpb.model.dt.treegpb.plot.importancegpb.plot.interpretationgpb.plot.part.dep.interactgpb.plot.partial.dependencegpb.savegpb.set.default.num.threadsgpb.set.num.threadsgpb.traingpb.tune.num.threadsgpboostGPModelloadGPModelneg_log_likelihoodpredict_training_data_random_effectsreadRDS.gpb.BoostersaveGPModelsaveRDS.gpb.Boosterset_optim_paramsset_prediction_datasetinfoslice

Dependencies:data.tablelatticeMatrixR6RJSONIO

Readme and manuals

Help Manual

Help pageTopics
Test part from Mushroom Data Setagaricus.test
Training part from Mushroom Data Setagaricus.train
Bank Marketing Data Setbank
Coordinates for example data for the GPBoost packagecoords
Test coordinates for example data for the GPBoost packagecoords_test
Dimensions of an 'gpb.Dataset'dim.gpb.Dataset
Handling of column names of 'gpb.Dataset'dimnames.gpb.Dataset dimnames<-.gpb.Dataset
Generic 'fit' method for a 'GPModel'fit
Fits a 'GPModel'fit.GPModel
Fits a 'GPModel'fitGPModel
Get (estimated) auxiliary (additional) parameters of the likelihoodget_aux_pars
Get (estimated) auxiliary (additional) parameters of the likelihoodget_aux_pars.GPModel
Get (estimated) linear regression coefficientsget_coef
Get (estimated) linear regression coefficientsget_coef.GPModel
Get (estimated) covariance parametersget_cov_pars
Get (estimated) covariance parametersget_cov_pars.GPModel
Auxiliary function to create categorical variables for nested grouped random effectsget_nested_categories
Get information of an 'gpb.Dataset' objectgetinfo getinfo.gpb.Dataset
Data preparator for GPBoost datasets with rules (integer)gpb.convert_with_rules
CV function for number of boosting iterationsgpb.cv
Construct 'gpb.Dataset' objectgpb.Dataset
Construct Dataset explicitlygpb.Dataset.construct
Construct validation datagpb.Dataset.create.valid
Save 'gpb.Dataset' to a binary filegpb.Dataset.save
Set categorical feature of 'gpb.Dataset'gpb.Dataset.set.categorical
Set reference of 'gpb.Dataset'gpb.Dataset.set.reference
Dump GPBoost model to jsongpb.dump
Get the number of threads used by models for which no number of threads is specifiedgpb.get.default.num.threads
Get record evaluation result from boostergpb.get.eval.result
Get the number of threads used for parallelizationgpb.get.num.threads
Function for choosing tuning parametersgpb.grid.search.tune.parameters
Compute feature importance in a modelgpb.importance
Compute feature contribution of predictiongpb.interprete
Load GPBoost modelgpb.load
Parse a GPBoost model json dumpgpb.model.dt.tree
Plot feature importance as a bar graphgpb.plot.importance
Plot feature contribution as a bar graphgpb.plot.interpretation
Plot interaction partial dependence plotsgpb.plot.part.dep.interact
Plot partial dependence plotsgpb.plot.partial.dependence
Save GPBoost model (booster and GPModel)gpb.save
Set the number of threads used by models for which no number of threads is specifiedgpb.set.default.num.threads
Set the number of threads used for parallelizationgpb.set.num.threads
Main training logic for GBPoostgpb.train
Benchmark different numbers of threads and select a tuned defaultgpb.tune.num.threads
Train a GPBoost modelgpboost
Example data for the GPBoost packageGPBoost_data
Create a 'GPModel' objectGPModel
Gouping data for example data for the GPBoost packagegroup_data
Test grouping data for example data for the GPBoost packagegroup_data_test
Load a 'GPModel' from a fileloadGPModel
Evaluate the negative log-likelihoodneg_log_likelihood
Evaluate the negative log-likelihoodneg_log_likelihood.GPModel
Predict ("estimate") training data random effects for a 'GPModel'predict_training_data_random_effects
Predict ("estimate") training data random effects for a 'GPModel'predict_training_data_random_effects.gpb.Booster predict_training_data_random_effects.GPModel
Prediction function for 'gpb.Booster' objectspredict.gpb.Booster
Make predictions for a 'GPModel'predict.GPModel
readRDS for 'gpb.Booster' modelsreadRDS.gpb.Booster
Save a 'GPModel'saveGPModel
saveRDS for 'gpb.Booster' modelssaveRDS.gpb.Booster
Set parameters for estimation of the covariance parametersset_optim_params
Set parameters for estimation of the covariance parametersset_optim_params.GPModel
Set prediction data for a 'GPModel'set_prediction_data
Set prediction data for a 'GPModel'set_prediction_data.GPModel
Set information of an 'gpb.Dataset' objectsetinfo setinfo.gpb.Dataset
Slice a datasetslice slice.gpb.Dataset
Summary for a 'GPModel'summary.GPModel
Predictor variable data for example data for the GPBoost packageX
Test predictor variable data for example data for the GPBoost packageX_test
Response variable data for example data for the GPBoost packagey