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Mixdistreg: An R Package for Fitting Mixture of Experts Distributional Regression With Adaptive First-Order Methods

MCML Authors

David Rügamer

Prof. Dr.

Principal Investigator

Statistics, Data Science and Machine Learning

Abstract

This paper presents a high-level description of the R software package mixdistreg to fit mixture of experts distributional regression models. The proposed framework is implemented in R using the deepregression software template, which is based on TensorFlow and follows the neural structured additive learning principle. The software comprises various approaches as special cases, including mixture density networks and mixture regression approaches. Various code examples are given to demonstrate the package's functionality.

misc Rue23a