Stacked Gradient Boosting Machines

The second layer is a logistic regression that uses these features as inputs. The code is derived from our 2nd place solution for a precisionFDA brain cancer machine learning challenge in 2020. To make sure the package is easy to understand, modify, and extend, we choose to build this package with base R without any special frameworks or dialects. We also only exposed the most essential tunable parameters for the boosted tree models (learning rate, maximum depth of a tree, and number of iterations).