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mcboost: Multi-Calibration Boosting

Implements 'Multi-Calibration Boosting' (2018) <https://proceedings.mlr.press/v80/hebert-johnson18a.html> and 'Multi-Accuracy Boosting' (2019) <doi:10.48550/arXiv.1805.12317> for the multi-calibration of a machine learning model's prediction. 'MCBoost' updates predictions for sub-groups in an iterative fashion in order to mitigate biases like poor calibration or large accuracy differences across subgroups. Multi-Calibration works best in scenarios where the underlying data & labels are unbiased, but resulting models are. This is often the case, e.g. when an algorithm fits a majority population while ignoring or under-fitting minority populations.

Version: 0.4.3
Depends: R (≥ 3.1.0)
Imports: backports, checkmate (≥ 2.0.0), data.table (≥ 1.13.6), mlr3 (≥ 0.10), mlr3misc (≥ 0.8.0), mlr3pipelines (≥ 0.3.0), R6 (≥ 2.4.1), rmarkdown, rpart, glmnet
Suggests: curl, lgr, formattable, tidyverse, PracTools, mlr3learners, mlr3oml, neuralnet, paradox, knitr, ranger, xgboost, covr, testthat (≥ 3.1.0)
Published: 2024-04-12
DOI: 10.32614/CRAN.package.mcboost
Author: Florian Pfisterer ORCID iD [aut], Susanne Dandl ORCID iD [ctb], Christoph Kern ORCID iD [ctb], Carolin Becker [ctb], Bernd Bischl ORCID iD [ctb], Sebastian Fischer [ctb, cre]
Maintainer: Sebastian Fischer <sebf.fischer at gmail.com>
BugReports: https://github.com/mlr-org/mcboost/issues
License: LGPL (≥ 3)
URL: https://github.com/mlr-org/mcboost
NeedsCompilation: no
Citation: mcboost citation info
Materials: README NEWS
CRAN checks: mcboost results

Documentation:

Reference manual: mcboost.pdf
Vignettes: MCBoost - Basics and Extensions
MCBoost - Health Survey Example

Downloads:

Package source: mcboost_0.4.3.tar.gz
Windows binaries: r-devel: mcboost_0.4.3.zip, r-release: mcboost_0.4.3.zip, r-oldrel: mcboost_0.4.3.zip
macOS binaries: r-release (arm64): mcboost_0.4.3.tgz, r-oldrel (arm64): mcboost_0.4.3.tgz, r-release (x86_64): mcboost_0.4.3.tgz, r-oldrel (x86_64): mcboost_0.4.3.tgz
Old sources: mcboost archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.