Randomized boosting with multivariable base-learners for high-dimensional variable selection and prediction.
Christian StaerkAndreas MayrPublished in: BMC bioinformatics (2021)
The proposed randomized boosting approaches with multivariable base-learners are promising extensions of statistical boosting, particularly suited for highly-correlated and sparse high-dimensional settings. The incorporated selection of base-learners via information criteria induces automatic stopping of the algorithms, promoting sparser and more interpretable prediction models.