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Module boosting_regression

Module boosting_regression 

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Component-wise gradient boosting and Bayesian regression for functional responses.

Implements REG-06: FDboost-style penalized functional base-learner boosting, GAMLSS distributional boosting, conjugate Gibbs Bayesian FOSR, and stability selection.

§Methods

  • [boost_fosr] — Component-wise boosted function-on-scalar regression (REG-06-01)
  • [boost_fofr] — Component-wise boosted function-on-function regression (REG-06-02)
  • gamlss_fosr — GAMLSS distributional boosting: location + scale (REG-06-03)
  • bayesian_fosr — Bayesian FOSR via conjugate Gibbs sampler (REG-06-04)
  • stability_selection — FDboost-style stability selection (REG-06-05)

§References

Hothorn et al. (2010). Model-Based Boosting. Journal of Statistical Software. Hofner et al. (2016). gamboostLSS. Journal of Statistical Software, 74(1). Jiang et al. (2025). arXiv:2505.05633 (Bayesian FoSR). Meinshausen & Bühlmann (2010). Stability Selection. JRSS-B, 72(4).

Divergences from R baselines (FDboost 1.1-4, refund, stabs) documented per function.

Re-exports§

pub use self::bayesian::bayesian_fosr;
pub use self::boost_fofr::boost_fofr;
pub use self::boost_fosr::boost_fosr;
pub use self::gamlss::gamlss_fosr;
pub use self::stability::stability_selection;

Modules§

bayesian
Bayesian function-on-scalar regression via conjugate Gibbs sampler (REG-06-04).
boost_fofr
Component-wise gradient boosting for function-on-function regression (REG-06-02).
boost_fosr
Component-wise gradient boosting for function-on-scalar regression (REG-06-01).
gamlss
GAMLSS-style distributional functional regression — location + scale (REG-06-03).
stability
FDboost-style stability selection over boosting base-learners (REG-06-05).

Structs§

BayesianConfig
Configuration for the Bayesian FOSR Gibbs sampler (REG-06-04).
BayesianFosrResult
Result of Bayesian function-on-scalar regression via conjugate Gibbs (REG-06-04).
BoostFofrResult
Result of component-wise boosted function-on-function regression (REG-06-02).
BoostFosrResult
Result of component-wise boosted function-on-scalar regression (REG-06-01).
BoostingConfig
Configuration for component-wise gradient boosting (FOSR, FoFR, GAMLSS, stability).
GamlssResult
Result of GAMLSS-style distributional functional regression (REG-06-03).
StabilityConfig
Configuration for FDboost-style stability selection (REG-06-05).
StabilityResult
Result of FDboost-style stability selection (REG-06-05).