RLT - Reinforcement Learning Trees
Random forest with a variety of additional features for regression, classification, survival analysis and graphical model. New features include parallel computing with OpenMP, reproduciblity with random seeds, variance and confidence band estimations, embedded model for selecting splitting varibles and constructing linear combination splits, observaton and variable weights, setting and tracking subjects used in each tree, etc.
Last updated 4 months ago
openblascppopenmp
5.36 score 11 stars 21 scripts 416 downloadsorthoDr - Semi-Parametric Dimension Reduction Models Using Orthogonality Constrained Optimization
Utilize an orthogonality constrained optimization algorithm of Wen & Yin (2013) <DOI:10.1007/s10107-012-0584-1> to solve a variety of dimension reduction problems in the semiparametric framework, such as Ma & Zhu (2012) <DOI:10.1080/01621459.2011.646925>, Ma & Zhu (2013) <DOI:10.1214/12-AOS1072>, Sun, Zhu, Wang & Zeng (2019) <arXiv:1704.05046> and Zhou, Zhu & Zeng (2021) <arXiv:1802.06156>. It also serves as a general purpose optimization solver for problems with orthogonality constraints. Parallel computing for approximating the gradient is enabled through 'OpenMP'.
Last updated 3 years ago
openblascppopenmp
4.53 score 8 stars 2 dependents 14 scripts 328 downloads