DeepLearning xgboost源码阅读

对于分类问题，当然要转成OHE了，然后对于每个out_dims进行拟合

$$\frac{1}{2}\frac{G_L^2}{H_L+\lambda }+\frac{1}{2}\frac{G_R^2}{H_R+\lambda }-\frac{1}{2}\frac{{\left(G_L+G_R\right)}^2}{H_L+H_R+\lambda }-\gamma$$

XGBoostRegressionTree继承了DecisionTree，好家伙，不重写函数，用这么苟的方式，我楞了几分钟才看懂，可能作者为了通过函数名让我们理解吧

class SquareLoss(Loss):
    
    def __init__(self): 
        pass

    def loss(self, y, y_pred):
        pass

    def grad(self, y, y_pred):
        return -(y - y_pred)
    
    def hess(self, y, y_pred):
        return 1

class CrossEntropyLoss(Loss):
    
    def __init__(self): 
        pass

    def loss(self, y, y_pred):
        pass

    def grad(self, y, y_pred):
        return - (y - y_pred)  
    
    def hess(self, y, y_pred):
        return y_pred * (1-y_pred)