Create a sgb formula
create_formula(
alpha = 0.05,
group_df = NULL,
blearner = "bols",
outcome_name = "y",
group_name = "group_name",
var_name = "var_name"
)
mixing parameter
data frame containing variable names with group structure
type of baselearner
name of dependent variable
name of column in group_df indicating the group structure of the variables
name of column in group_df containing the variable names
formula to be passed to mboost() yielding the sparse group boosting for a given value mixing parameter alpha.