gpboost: Combining Tree-Boosting with Gaussian Process and Mixed Effects Models

An R package that allows for combining tree-boosting with Gaussian process and mixed effects models. It also allows for independently doing tree-boosting as well as inference and prediction for Gaussian process and mixed effects models. See <> for more information on the software and Sigrist (2022, JMLR) <> and Sigrist (2023, TPAMI) <doi:10.1109/TPAMI.2022.3168152> for more information on the methodology.

Depends: R (≥ 3.5), R6 (≥ 2.0)
Imports: data.table (≥ 1.9.6), graphics, RJSONIO, Matrix (≥ 1.1-0), methods, utils
Suggests: testthat
Published: 2024-07-16
DOI: 10.32614/CRAN.package.gpboost
Author: Fabio Sigrist [aut, cre], Tim Gyger [aut], Pascal Kuendig [aut], Benoit Jacob [cph], Gael Guennebaud [cph], Nicolas Carre [cph], Pierre Zoppitelli [cph], Gauthier Brun [cph], Jean Ceccato [cph], Jitse Niesen [cph], Other authors of Eigen for the included version of Eigen [ctb, cph], Timothy A. Davis [cph], Guolin Ke [ctb], Damien Soukhavong [ctb], James Lamb [ctb], Other authors of LightGBM for the included version of LightGBM [ctb], Microsoft Corporation [cph], Dropbox, Inc. [cph], Jay Loden [cph], Dave Daeschler [cph], Giampaolo Rodola [cph], Alberto Ferreira [ctb], Daniel Lemire [ctb], Victor Zverovich [cph], IBM Corporation [ctb], Keith O'Hara [cph], Stephen L. Moshier [cph], Jorge Nocedal [cph], Naoaki Okazaki [cph], Yixuan Qiu [cph], Dirk Toewe [cph]
Maintainer: Fabio Sigrist <fabiosigrist at>
License: Apache License (== 2.0) | file LICENSE
NeedsCompilation: yes
SystemRequirements: C++17
Citation: gpboost citation info
Materials: README
In views: MixedModels
CRAN checks: gpboost results


Reference manual: gpboost.pdf


Package source: gpboost_1.5.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): gpboost_1.5.1.1.tgz, r-oldrel (arm64): gpboost_1.5.1.1.tgz, r-release (x86_64): gpboost_1.5.1.1.tgz, r-oldrel (x86_64): gpboost_1.5.1.1.tgz
Old sources: gpboost archive


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