Expand description
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§
- Bayesian
Config - Configuration for the Bayesian FOSR Gibbs sampler (REG-06-04).
- Bayesian
Fosr Result - Result of Bayesian function-on-scalar regression via conjugate Gibbs (REG-06-04).
- Boost
Fofr Result - Result of component-wise boosted function-on-function regression (REG-06-02).
- Boost
Fosr Result - Result of component-wise boosted function-on-scalar regression (REG-06-01).
- Boosting
Config - Configuration for component-wise gradient boosting (FOSR, FoFR, GAMLSS, stability).
- Gamlss
Result - Result of GAMLSS-style distributional functional regression (REG-06-03).
- Stability
Config - Configuration for FDboost-style stability selection (REG-06-05).
- Stability
Result - Result of FDboost-style stability selection (REG-06-05).