BriefGPT.xyz
Mar, 2018
加速梯度提升
Accelerated Gradient Boosting
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Gérard Biau, Benoît Cadre, Laurent Rouvìère
TL;DR
本文介绍了一种基于渐进提升方法和Nesterov加速下降的新算法AGB,不但表现突出,在不同预测问题中还表现出更好的稀疏性和少对收缩参数的敏感性。
Abstract
gradient tree boosting
is a
prediction algorithm
that sequentially produces a model in the form of
linear combinations
of decision trees,
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