mcboost: Multi-Calibration Boosting

Implements 'Multi-Calibration Boosting' (2018) <> and 'Multi-Accuracy Boosting' (2019) <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: 0.4.2
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: 2022-08-18
Author: Florian Pfisterer ORCID iD [cre, aut], Susanne Dandl ORCID iD [ctb], Christoph Kern ORCID iD [ctb], Carolin Becker [ctb], Bernd Bischl ORCID iD [ctb]
Maintainer: Florian Pfisterer <pfistererf at>
License: LGPL (≥ 3)
NeedsCompilation: no
Citation: mcboost citation info
Materials: README NEWS
CRAN checks: mcboost results


Reference manual: mcboost.pdf
Vignettes: MCBoost - Basics and Extensions
MCBoost - Health Survey Example


Package source: mcboost_0.4.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): mcboost_0.4.2.tgz, r-oldrel (arm64): mcboost_0.4.2.tgz, r-release (x86_64): mcboost_0.4.2.tgz
Old sources: mcboost archive


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