added steepest descent boosting
This commit is contained in:
@@ -1938,7 +1938,7 @@ plt.show()
|
||||
|
||||
|
||||
!split
|
||||
===== Gradient boosting: Basics =====
|
||||
===== Gradient boosting: Basics with Steepest Descent =====
|
||||
|
||||
Gradient boosting is again a similar technique to Adaptive boosting,
|
||||
it combines so-called weak classifiers or regressors into a strong
|
||||
@@ -1948,7 +1948,20 @@ In order to understand the method, let us illustrate its basics by
|
||||
bringing back the essential steps in linear regression, where our cost
|
||||
function was the least squares function.
|
||||
|
||||
See discussion during lecture November 8.
|
||||
!split
|
||||
===== The Squared-Error again! Steepest Descent =====
|
||||
|
||||
We start again with our cost function ${\cal C}(\bm{y}m\bm{f})=\sum_{i=0}^{n-1}{\cal L}(y_i, f(x_i))$ where we want to minimize
|
||||
This means that for every iteration, we need to optimize
|
||||
|
||||
!bt
|
||||
\[
|
||||
(\hat{\bm{f}}) \mathrm{argmin}_{\bm{f}}\hspace{0.1cm} \sum_{i=0}^{n-1}(y_i-f(x_i))^2.
|
||||
\]
|
||||
!et
|
||||
|
||||
|
||||
|
||||
|
||||
!split
|
||||
===== Gradient Boosting, algorithm =====
|
||||
|
||||
Reference in New Issue
Block a user