- Article
RiskLogitboost Regression for Rare Events in Binary Response: An Econometric Approach
- Jessica Pesantez-Narvaez,
- Montserrat Guillen and
- Manuela Alcañiz
A boosting-based machine learning algorithm is presented to model a binary response with large imbalance, i.e., a rare event. The new method (i) reduces the prediction error of the rare class, and (ii) approximates an econometric model that allows in...

