Boosted Trees 提升树算法,是数据挖掘和机器学习中最常用的算法之一。
XGBoost 对提升树的介绍
Introduction to Boosted Trees
XGBoost is short for “Extreme Gradient Boosting”, where the term “Gradient Boosting” is proposed in the paper Greedy Function Approximation: A Gradient Boosting Machine, by Friedman. XGBoost is based on this original model. This is a tutorial on gradient boosted trees, and most of the content is based on these slides by the author of xgboost.
The GBM (boosted trees) has been around for really a while, and there are a lot of materials on the topic. This tutorial tries to explain boosted trees in a self-contained and principled way using the elements of supervised learning. We think this explanation is cleaner, more formal, and motivates the variant used in xgboost.
xgboost 用了很长篇幅对boosted tree 进行了介绍,大概10页。