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I would like to know if there is any such resource where we can get the pseudocodes for Gradient Boosting algorithms ?

I am looking for pseudocodes for XGBoost, Random Forest and LGBM.

I have read their papers and the only pseudocodes available are ones belonging to constituent algorithms, not the ones that cover the overall working of the aforesaid algorithms.

Any such relevant resource, which could help me out would be greatly appreciated !

additionally, if you can offer me any advice on alternative methods to achieve this, that would be great as well

Thanks

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    $\begingroup$ Here is a pdf version of introduction to statistical learning. In the book there are theory to explain random forests and well as gradient boosting. At the end of each chapter you will find a lab with R code. Hope this is of help! $\endgroup$
    – Stochastic
    May 19, 2020 at 20:44
  • $\begingroup$ thank you ! I'll take a look $\endgroup$ May 20, 2020 at 21:02
  • $\begingroup$ Note that random forest is not a gradient boosting algorithm, but all of the algorithms listed are ensembles, so I've edited your question accordingly. stats.stackexchange.com/questions/77018/… $\endgroup$
    – Sycorax
    May 31, 2020 at 15:36
  • $\begingroup$ @Sycorax thanks $\endgroup$ Aug 15, 2020 at 16:53

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If we abstract away all of the details of the algorithms, tree ensembles have simple structure:

  • A function to initialize a tree
  • A function to choose a split
  • A function to determine when to stop building a single tree
  • A function to determine when to stop adding trees to the ensemble
  ensemble_continue = True
  for t in range(max_trees):
    i = 0
    ensemble[t] = initialize_new_tree(X,y)
    tree_continue = True
    while tree_continue:
      ensemble[t][i] = get_split(X, y, ...)
      i += 1
      tree_continue = check_tree_termination(ensemble[t])
    ensemble_continue = check_ensemble_termination(ensemble)
    if not ensemble_continue:
      break

So building a tree ensemble just means that you initialize a tree, grow the tree using the split function until the termination criteria are met, and then build the next tree. You stop building trees when you satisfy the termination criterion for the ensemble.

Random forest and gradient boosting implement different methods, but have the same basic outline.

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