mcboost: Multi-Calibration Boosting
Implements 'Multi-Calibration Boosting' (2018) <https://proceedings.mlr.press/v80/hebert-johnson18a.html> and 'Multi-Accuracy Boosting' (2019) <doi:10.48550/arXiv.1805.12317> for the multi-calibration of a machine learning model's prediction. 'MCBoost' updates predictions for sub-groups in an iterative fashion in order to mitigate biases like poor calibration or large accuracy differences across subgroups. Multi-Calibration works best in scenarios where the underlying data & labels are unbiased, but resulting models are. This is often the case, e.g. when an algorithm fits a majority population while ignoring or under-fitting minority populations.
| Version: | 0.4.4 |
| Depends: | R (≥ 3.1.0) |
| Imports: | backports,checkmate (≥ 2.0.0),data.table (≥ 1.13.6),mlr3 (≥ 0.10),mlr3misc (≥ 0.8.0),mlr3pipelines (≥ 0.3.0),R6 (≥ 2.4.1),rmarkdown,rpart,glmnet |
| Suggests: | curl,lgr,formattable,tidyverse,PracTools,mlr3learners,mlr3oml,neuralnet,paradox,knitr,ranger,xgboost,covr,testthat (≥ 3.1.0) |
| Published: | 2025-07-24 |
| DOI: | 10.32614/CRAN.package.mcboost |
| Author: | Florian Pfisterer [aut], Susanne Dandl [ctb], Christoph Kern [ctb], Carolin Becker [ctb], Bernd Bischl [ctb], Sebastian Fischer [ctb, cre] |
| Maintainer: | Sebastian Fischer <sebf.fischer at gmail.com> |
| BugReports: | https://github.com/mlr-org/mcboost/issues |
| License: | LGPL (≥ 3) |
| URL: | https://github.com/mlr-org/mcboost |
| NeedsCompilation: | no |
| Citation: | mcboost citation info |
| Materials: | README,NEWS |
| CRAN checks: | mcboost results |
Documentation:
| Reference manual: | mcboost.html ,mcboost.pdf |
| Vignettes: | MCBoost - Basics and Extensions (source,R code) MCBoost - Health Survey Example (source,R code) |
Downloads:
| Package source: | mcboost_0.4.4.tar.gz |
| Windows binaries: | r-devel:mcboost_0.4.4.zip, r-release:mcboost_0.4.4.zip, r-oldrel:mcboost_0.4.4.zip |
| macOS binaries: | r-release (arm64):mcboost_0.4.4.tgz, r-oldrel (arm64):mcboost_0.4.4.tgz, r-release (x86_64):mcboost_0.4.4.tgz, r-oldrel (x86_64):mcboost_0.4.4.tgz |
| Old sources: | mcboost archive |
Linking:
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