earth.dof.patch

earth.dof.patch is an R package providing a patch (correction) on degrees of freedom (dof) of MARS (Multivariate Adaptive Regression Splines), whose R package is called earth. The correction has been shown to achieve a better performance, see more details in our paper.

Wang, L., Zhao, H., & Fan, X. (2023). Degrees of Freedom: Search Cost and Self-consistency (arXiv:2308.13630). arXiv. http://arxiv.org/abs/2308.13630

🚀 Only One Line to Correct

Suppose you fit a MARS model via earth,

model = earth(y ~ ., data = data)

To correct the degrees of freedom, just one line:

df = correct_df(model)

then refit the MARS model by specifying the corrected degrees of freedom,

model.corrected = earth(y ~ ., data = data, penalty = df$penalty)

More examples can be found on the auto-generated vignettes https://hohoweiya.xyz/earth.dof.patch/, including

• simulations for comparing MSE
• the prediction task for Ozone data
• the classification task for the Spam email data

In all examples, our corrected MARS outperforms the corresponding MARS.

See also: Our Julia package DegreesOfFreedom.jl also provide an implementation on DoF of MARS, together with implementations for other classical statistical learning approaches.