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gbm - Generalized Boosted Regression Models

An implementation of extensions to Freund and Schapire's AdaBoost algorithm and Friedman's gradient boosting machine. Includes regression methods for least squares, absolute loss, t-distribution loss, quantile regression, logistic, multinomial logistic, Poisson, Cox proportional hazards partial likelihood, AdaBoost exponential loss, Huberized hinge loss, and Learning to Rank measures (LambdaMart). Originally developed by Greg Ridgeway. Newer version available at <https://github.com/gbm-developers/gbm3>.

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cpp

14.60 score 54 stars 101 dependents 9.3k scripts 29k downloads

gbm3 - Generalized Boosted Regression Models

Extensions to Freund and Schapire's AdaBoost algorithm, Y. Freund and R. Schapire (1997) <doi:10.1006/jcss.1997.1504> and Friedman's gradient boosting machine, J.H. Friedman (2001) <doi:10.1214/aos/1013203451>. Includes regression methods for least squares, absolute loss, t-distribution loss, quantile regression, logistic, Poisson, Cox proportional hazards partial likelihood, AdaBoost exponential loss, Huberized hinge loss, and Learning to Rank measures (LambdaMART).

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cppopenmp

9.22 score 151 stars 69 scripts 369 downloads

cosmic - Conditional Ordinal Stereotype Model for Incident-Level Comparison

Implements the Conditional Ordinal Stereotype Model for Incident-Level Comparison (COSMIC), a method for analyzing ordinal outcomes observed across multiple actors within shared events. The model uses a conditional likelihood to remove event-level confounding and estimate actor-specific propensities relative to their peers. Efficient computation is achieved via a dynamic programming algorithm for the Poisson-multinomial normalization term, enabling scalable estimation with Markov chain Monte Carlo. The package provides tools for data preparation, model fitting using Stan, and extraction of posterior summaries for comparative inference. Estimation of police officer propensity to escalate force is the primary motivation for the model. For more details see Ridgeway (2026) "A Conditional Ordinal Stereotype Model to Estimate Police Officers’ Propensity to Escalate Force" <doi:10.1080/01621459.2025.2597050>.

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3.60 score 1 stars 7 scripts 295 downloads