# Gradient Boosting with Random Effects [duplicate]

I want to run gradient boosting regression on a dataset whose rows are not independent. Specifically, the rows are clustered, and you could consider the clustering variable to be a random effect.

1. What is the effect of ignoring the random effect, i.e. simply running the classifier on the target and the other features?
2. What open source packages are available that can account for clustered data for gradient boosting?
3. Any caveats to using the procedures from 2?

Edit: I saw How can I include random effects into a randomForest. I will now restrict my question to GBMs.

## marked as duplicate by Robert Long, Noah, usεr11852 says Reinstate Monic, kjetil b halvorsen, mkt - Reinstate MonicaJul 20 at 19:56

Gradient boosting with random effects was developed by Patrick Miller and described in Miller, McArtor, & Lubke (2017). Unfortunately that reference is just an abstract of a poster, but there appears to be a related arxiv paper here. It refers to an R package, metboost, which doesn't exist. Instead, there is the package mvtboost, written by Miller. The CRAN version of mvtboost doesn't have this functionality, but the GitHub version does through the funciton metb. This only works for continuous outcomes, and there doesn't seem to be nay plan to add binary outcomes as a feature.