Generalized Boosted Regression Models


Licenses
xpp/Zed

Documentation

gbm

CRAN_Status_Badge Downloads Total Downloads

Overview

The gbm package, which stands for generalized boosted models, provides extensions to Freund and Schapire’s AdaBoost algorithm and Friedman’s gradient boosting machine. It includes regression methods for least squares, absolute loss, t-distribution loss, quantile regression, logistic, multinomial logistic, Poisson, Cox proportional hazards partial likelihood, AdaBoost exponential loss, Huberized hinge loss, and Learning to Rank measures (i.e., LambdaMart).

Installation

# The easiest way to get gbm is to it install from CRAN:
install.packages("gbm")

# Alternatively, you can install the development version from GitHub:
if (!requireNamespace("remotes")) {
  install.packages("remotes")
}
remotes::install_github("gbm-developers/gbm")

Lifecycle

lifecycle

The gbm package is retired and no longer under active development. We will only make the necessary changes to ensure that gbm remains on CRAN. For the most part, no new features will be added, and only the most critical of bugs will be fixed.

This is a maintained version of gbm back compatible to CRAN versions of gbm 2.1.x. It exists mainly for the purpose of reproducible research and data analyses performed with the 2.1.x versions of gbm. For newer development, and a more consistent API, try out the gbm3 package!