glmtree

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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