文件名称：Tree Boosting With XGBoost
文件大小：2.12MB
文件格式：PDF
更新时间：2020-09-29 03:14:26
Tree Boosting With XGBoost
Tree boosting has empirically proven to be a highly effective approach to predictive modeling. It has shown remarkable results for a vast array of problems. For many years, MART has been the tree boosting method of choice. More recently, a tree boosting method known as XGBoost has gained popularity by winning numerous machine learning competitions. In this thesis, we will investigate how XGBoost differs from the more traditional MART. We will show that XGBoost employs a boosting algorithm which we will term Newton boosting. This boosting algorithm will further be compared with the gradient boosting algorithm that MART employs. Moreover, we will discuss the regularization techniques that these methods offer and the effect these have on the models.