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DESCRIPTION
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DESCRIPTION
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Package: xrf
Title: eXtreme RuleFit
Version: 0.2.0
Authors@R: person("Karl", "Holub", email = "[email protected]", role = c("aut", "cre"))
Description: An implementation of the RuleFit algorithm as described in Friedman & Popescu
(2008) <doi:10.1214/07-AOAS148>. eXtreme Gradient Boosting ('XGBoost') is used
to build rules, and 'glmnet' is used to fit a sparse linear model on the raw and rule features. The result
is a model that learns similarly to a tree ensemble, while often offering improved interpretability
and achieving improved scoring runtime in live applications. Several algorithms for
reducing rule complexity are provided, most notably hyperrectangle de-overlapping. All algorithms scale to
several million rows and support sparse representations to handle tens of thousands of dimensions.
URL: https://github.com/holub008/xrf
BugReports: https://github.com/holub008/xrf/issues
Depends:
R (>= 3.1.0)
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.0
Imports:
Matrix,
glmnet (>= 3.0),
xgboost (>= 0.71.2),
dplyr,
fuzzyjoin,
rlang,
methods,
sgd
Suggests:
testthat,
covr