typos in week 45

This commit is contained in:
mhjensen
2020-11-12 11:24:09 +01:00
parent 587951f8d4
commit 92b2f672f3
39 changed files with 1058 additions and 1671 deletions
+3 -21
View File
@@ -734,27 +734,9 @@ plt.show()
!ec
!split
===== Additive boosting for Regression =====
Here we present "Drucker's AdaBoost":"https://pdfs.semanticscholar.org/8d49/e2dedb817f2c3330e74b63c5fc86d2399ce3.pdf" tailored for regression.
In bagging, each training example is equally likely to be
picked. In boosting, the probability of a particular
example being in the training set of a particular machine
depends on the performance of the prior machines on
that example. The following is a modification of
Adaboost by Drucker.
Start by selecting a set of training data $n$ and assign to each entry a weight $w_i=1$ for $i=1,2,\dots,n$. As we have done earlier, we could pick say $80\%$ of the data set for training. The algorithm runs as follows:
o We define the probability that the training sample $i$ is in the set by $p_i = w_i/\sum_iw_i$. We pick $n$ samples (with replacement) to form our training set. We pick a number uniformly in the range $[0,\sum_iw_i]$.
o We choose then a regression machine (for example plain linear regression or a simple decision tree). A given regression machine makes then a hypothesis.
o Using every member of the training set with the chosen regression machine we obtain then a prediction $\tilde{y}_i$.
o We calculate then the loss function $L_i$ for each training sample. We can use various types of loss function as long as we have a value
$L_i\in [0,1]$.
!split
===== Gradient boosting: Basics with Steepest Descent =====
===== Gradient boosting: Basics with Steepest Descent/Functional Gradient Descent =====
Gradient boosting is again a similar technique to Adaptive boosting,
it combines so-called weak classifiers or regressors into a strong
@@ -836,8 +818,8 @@ o Initialize our estimate $f_0(x)$.
o For $m=1:M$, we
o compute the negative gradient vector $\bm{u}_m = -\partial C(\bm{y},\bm{f})/\partial \bm{f}(x)$ at $f(x) = f_{m-1}(x)$;
o fit the so-called base-learner to the negative gradient $h_m(u_m,x)$;
o update the estimate $f_m(x) = f_{m-1}(x)+\nu h_m(u_m,x)$;
o The final estimate is then $f_M(x) = \sum_{m=1}^M\nu h_m(u_m,x)$.
o update the estimate $f_m(x) = f_{m-1}(x)+h_m(u_m,x)$;
o The final estimate is then $f_M(x) = \sum_{m=1}^M h_m(u_m,x)$.