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. (2024). Degrees of Freedom: Search Cost and Self-consistency. Journal of Computational and Graphical Statistics, 0(ja), 1–23. https://doi.org/10.1080/10618600.2024.2388545
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.