Fast Histogram Gradient Boosting for Regression, Classification, and Survival Analysis
Overview
A fast gradient boosting machine covering four task types with one interface: regression (squared error), binary and multiclass classification (logistic and one-vs-rest), and right-censored survival analysis via Cox (Breslow ties), accelerated failure time (normal location-scale), or piecewise-exponential objectives. Provides native missing-value routing, baseline-hazard estimation and survival-probability prediction for the survival objectives, and deterministic multi-threaded training via 'RcppParallel'. Methods are described in Friedman (2001) doi:10.1214/aos/1013203451.
CRAN resubmission fixes
- Single-quoted 'RcppParallel' in the DESCRIPTION
Descriptionfield (per CRAN reviewer feedback: software names must be single-quoted inTitle/Description). - Added a methods reference to
Description: Friedman (2001) <doi:10.1214/aos/1013203451>, the canonical gradient boosting machine reference (per CRAN reviewer request).
From NEWS.md in the release
Install
Health
- OK13 OK2026-10-25
- ERROR12 OK, 1 ERROR2026-10-24
- OK7 OK2026-09-02
Documentation
- Help pages
- 14 (1 internal)includes a package overview page
- Examples that run
- no examples
- Exported functions with examples
- 0%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
- Algorithm HTML
- Benchmarking HTML
- Classification HTML
- Cox, AFT, and Piecewise-Exponential Objectives HTML
- Getting Started HTML
- Regression HTML
Downloads
Repository
- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- not measured
- Median days to close, 50 most recently updated closed PRs
- 0
Stars over time
Commits over time
3 development-tooling and community-health practices detected across 2 families in the upstream repository
Checks run against github.com/ielbadisy/fastgbm on 2026-10-21.
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Dependencies
Installing fastgbm adds 2 packages (2 with compiled code, 2.5 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppParallel 744 KB.
Code & Tests
People & History
- 0.6.1Latest2026-09-01 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-09-01
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.5.0
- Download size
- 404 KB
Cite
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