GBDT训练分类器时，残差是如何计算的？

大家都知道，对于回归任务，GBDT的loss=(y-pred)^2，因此残差residual=2*(y-pred)很容易理解。

那么，GBDT做分类任务时，残差是怎样的呢？？？

Gradient Boosting attempts to solve this minimization problem numerically via steepest descent，

The steepest descent direction is the negative gradient of the loss function evaluated at the current model  ，

which can be calculated for any differentiable loss function。

The algorithms for regression and classification only differ in the concrete loss function used.

下面以分类的deviance为例：http://scikit-learn.org/stable/modules/ensemble.html#loss-functions

Classification

• Binomial deviance ('deviance'): The negative binomial log-likelihood loss function for binary classification (provides probability estimates).
• The initial model is given by the log odds-ratio.

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