{"id":19457810,"url":"https://github.com/sply88/vcboost","last_synced_at":"2025-02-25T11:41:16.674Z","repository":{"id":167129705,"uuid":"331218263","full_name":"sply88/vcboost","owner":"sply88","description":"Experimental tree boosted varying coefficient model","archived":false,"fork":false,"pushed_at":"2021-10-20T14:07:37.000Z","size":838,"stargazers_count":2,"open_issues_count":0,"forks_count":0,"subscribers_count":1,"default_branch":"master","last_synced_at":"2025-01-08T01:48:33.106Z","etag":null,"topics":["gradient-boosting","interpretable-machine-learning","varying-coefficient-model"],"latest_commit_sha":null,"homepage":"","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/sply88.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2021-01-20T06:48:59.000Z","updated_at":"2024-09-25T09:18:58.000Z","dependencies_parsed_at":"2024-02-25T03:00:44.074Z","dependency_job_id":null,"html_url":"https://github.com/sply88/vcboost","commit_stats":null,"previous_names":["sply88/vcboost"],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/sply88%2Fvcboost","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/sply88%2Fvcboost/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/sply88%2Fvcboost/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/sply88%2Fvcboost/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/sply88","download_url":"https://codeload.github.com/sply88/vcboost/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":240662350,"owners_count":19837366,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["gradient-boosting","interpretable-machine-learning","varying-coefficient-model"],"created_at":"2024-11-10T17:24:00.411Z","updated_at":"2025-02-25T11:41:16.623Z","avatar_url":"https://github.com/sply88.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"# vcboost\n\nExperimenting with estimation of varying coefficient models by gradient boosting.\n\nThe experimental implementation adapts the generic gradient boosting algorithm described in (Friedman 2001) and\ncan be found in [vcboost/boost.py](vcboost/boost.py).\n\nThe whole idea is mainly based on (Zhou 2019).\n\n[sklearn decision trees](https://scikit-learn.org/stable/modules/generated/sklearn.tree.DecisionTreeRegressor.html) are used as base learners.\n\nThe [examples](examples) folder contains a few short notebooks.\n\n- The [simple_interaction notebook](examples/simple_interaction.ipynb) illustrates the most basic case.\n- In the [robust_loss notebook](examples/robust_loss.ipynb) the two currently available loss functions are compared\nfor the simple interaction example with added outliers.\n- The [special_cases notebook](examples/special_cases.ipynb) shows how the algorithm relates to its special cases\n*gradient boosting* and *ordinary least squares*.\n- In the [wang_hastie notebook](examples/wang_hastie.ipynb) the model is applied to an example problem from the literature\n\n## Background\n\nSome details on the method are described in [background.pdf](background/background.pdf).\n\n\n## References\n***********\n\n- Hastie, T., \u0026 Tibshirani, R. (1993). Varying‐coefficient models. Journal of the Royal Statistical Society: Series B (Methodological), 55(4), 757-779.\n- Friedman, J. H. (2001). Greedy function approximation: a gradient boosting machine. Annals of statistics, 1189-1232.\n- Zhou, Y., \u0026 Hooker, G. (2019). Tree boosted varying coefficient models. arXiv preprint arXiv:1904.01058\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fsply88%2Fvcboost","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fsply88%2Fvcboost","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fsply88%2Fvcboost/lists"}