Boosted Trees 是什么？

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。