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,L
1.初始化f0f_0f0
2.for t=1 to T do
2.1. 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_{...
原创
2019-06-22 12:29:55 ·
3830 阅读 ·
0 评论