Author/Authors :
Mayr, Andreas Universitat Erlangen-Nurnberg (FAU) - Erlangen, Germany , Hofner, Benjamin Paul-Ehrlich-Institut - Langen, Germany , Waldmann, Elisabeth Universitat Erlangen-Nurnberg (FAU) - Erlangen, Germany , Hepp, Tobias Universitat Erlangen-Nurnberg (FAU) - Erlangen, Germany , Meyer, Sebastian Universitat Erlangen-Nurnberg (FAU) - Erlangen, Germany , Gefeller, Olaf Universitat Erlangen-Nurnberg (FAU) - Erlangen, Germany
Abstract :
Statistical boosting algorithms have triggered a lot of research during the last decade. They combine a powerful machine learning
approach with classical statistical modelling, offering various practical advantages like automated variable selection and implicit
regularization of effect estimates.They are extremely flexible, as the underlying base-learners (regression functions defining the type
of effect for the explanatory variables) can be combined with any kind of loss function (target function to be optimized, defining
the type of regression setting). In this review article, we highlight the most recent methodological developments on statistical
boosting regarding variable selection, functional regression, and advanced time-to-event modelling. Additionally, we provide a
short overview on relevant applications of statistical boosting in biomedicine.