Fitting Prediction Rule Ensembles with R Package pre

Prediction rule ensembles (PREs) are sparse collections of rules, offering highly interpretable regression and classification models. This paper shows how they can be fitted using function pre from R package pre, which derives PREs largely through the methodology of Friedman and Popescu (2008). The...

Full description

Bibliographic Details
Main Author: Marjolein Fokkema
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2020-03-01
Series:Journal of Statistical Software
Subjects:
r
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/3224