R package glmtree: Logistic Regression Trees. A logistic regression tree is a decision tree with logistic regressions at its leaves. A particular stochastic expectation maximization algorithm is used to draw a few good trees, that are then assessed via the user’s criterion of choice among BIC / AIC / test set Gini. The formal development is given in a PhD chapter, see Ehrhardt (2019) <https://github.com/adimajo/manuscrit_these/releases/>.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Gregor Zens, Sylvia Frühwirth-Schnatter, Helga Wagner: Efficient Bayesian Modeling of Binary and Categorical Data in R: The UPG Package (2021) arXiv
- Gero Szepannek: An Overview on the Landscape of R Packages for Credit Scoring (2020) arXiv