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MEGB

Gradient Boosting for Longitudinal Data

v0.2 · Dec 21, 2025 · GPL-2

Description

Gradient boosting is a powerful statistical learning method known for its ability to model complex relationships between predictors and outcomes while performing inherent variable selection. However, traditional gradient boosting methods lack flexibility in handling longitudinal data where within-subject correlations play a critical role. In this package, we propose a novel approach Mixed Effect Gradient Boosting ('MEGB'), designed specifically for high-dimensional longitudinal data. 'MEGB' incorporates a flexible semi-parametric model that embeds random effects within the gradient boosting framework, allowing it to account for within-individual covariance over time. Additionally, the method efficiently handles scenarios where the number of predictors greatly exceeds the number of observations (p>>n) making it particularly suitable for genomics data and other large-scale biomedical studies.

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14 OK
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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies gbm MASS MEGB

Version History

new 0.2 Mar 10, 2026
updated 0.2 ← 0.1 diff Dec 21, 2025
new 0.1 Jan 28, 2025