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Stochastic gradient boosting

Computational Statistics & Data Analysis - Nonlinear methods and data mining, no. 4 (2002): 367-378

被引用3721|浏览25
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Gradient boosting constructs additive regression models by sequentially fitting a simple parameterized function (base learner) to current "pseudo'-residuals by least squares at each iteration. The pseudo-residuals are the gradient of the loss functional being minimized, with respect to the model values at each training data point evaluate...更多

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