gpboost

Combining Tree-Boosting with Gaussian Process and Mixed Effects Models

CRAN Package

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 https://github.com/fabsig/GPBoost for more information on the software and Sigrist (2022, JMLR) https://www.jmlr.org/papers/v23/20-322.html and Sigrist (2023, TPAMI) doi:10.1109/TPAMI.2022.3168152 for more information on the methodology.

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