fastgbm: Fast Histogram Gradient Boosting for Regression, Classification, and Survival Analysis

A fast gradient boosting machine covering four task types with one interface: regression (squared error), binary and multiclass classification (logistic and one-vs-rest), and right-censored survival analysis via Cox (Breslow ties), accelerated failure time (normal location-scale), or piecewise-exponential objectives. Provides native missing-value routing, baseline-hazard estimation and survival-probability prediction for the survival objectives, and deterministic multi-threaded training via 'RcppParallel'. Methods are described in Friedman (2001) <doi:10.1214/aos/1013203451>.

Version:	0.6.1
Depends:	R (≥ 4.5.0)
Imports:	stats, utils, Rcpp, RcppParallel
LinkingTo:	Rcpp, RcppParallel
Suggests:	testthat (≥ 3.0.0), knitr, rmarkdown, survival, ggplot2, pdp, gbm, xgboost, ranger
Published:	2026-09-01
DOI:	10.32614/CRAN.package.fastgbm (may not be active yet)
Author:	Imad El Badisy [aut, cre]
Maintainer:	Imad El Badisy <elbadisyimad at gmail.com>
BugReports:	https://github.com/ielbadisy/fastgbm/issues
License:	MIT + file LICENSE
URL:	https://github.com/ielbadisy/fastgbm
NeedsCompilation:	yes
SystemRequirements:	C++17, GNU make
Materials:	README, NEWS
CRAN checks:	fastgbm results

Documentation:

Reference manual:	fastgbm.html , fastgbm.pdf
Vignettes:	Algorithm (source) Benchmarking (source) Classification (source, R code) Getting Started (source, R code) Regression (source, R code) Cox, AFT, and Piecewise-Exponential Objectives (source, R code)

Downloads:

Package source:	fastgbm_0.6.1.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): fastgbm_0.6.1.tgz, r-oldrel (arm64): not available, r-release (x86_64): fastgbm_0.6.1.tgz, r-oldrel (x86_64): fastgbm_0.6.1.tgz

Linking:

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