几种常见的boosting
- Boosting
很多时候单一模型不够稳定或者得出的结果不够好,需要进行模型集成(assemble),即用多种模型进行预测。集成方法分为bagging和 boosting两种。以下介绍boosting.
You can view Boosting as a linear regression combination of many models
FmX=a0f0(X)+a1f1(X)+…+amfm(X)
It is stage-wise optimized algorithm
Learn F0, then F1