梯度提升树(Gradient Boosting Tree)算法原理
一 计算过程:输入: *(xi,yi),T,L(x_i,y_i),T,L(xi,yi),T,L1.初始化f0f_0f02.for t=1 to T do2.1. 计算响应:yi^=−[∂L(yi,F(xi))∂F(xi)]F(x)=Ft−1(x)\hat{y_i}=-[\frac{\partial L(y_i,F(x_i))} {\partial F(x_i)}]_{F(x)=F_{...
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2019-06-22 12:29:55 ·
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