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...
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Format: | Article |
Language: | English |
Published: |
Foundation for Open Access Statistics
2020-03-01
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Series: | Journal of Statistical Software |
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Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3224 |