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Results tagged with boosting
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user 210606
A family of algorithms combining weakly predictive models into a strongly predictive model. The most common approach is called gradient boosting, and the most commonly used weak models are classification/regression trees.
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What are the benefits of using pseudo-residuals in Gradient Boosting?
At each iteration $t$ of the Gradient Boosting algorithm, we're basically trying to add the weak learner $f_t$ that minimizes:
$$
\mathcal{L}_t = \sum\limits_{i=1}^{n} l(y_i, \hat{y}_i^{(t-1)} + f_t(\mathbf …
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