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Gradient Boost

Gradient Boost is a machine learning technique that fits models to training data in an incremental fashion, using the gradient of the loss function to add predictions in a stage-wise fashion to minimize error. It works by calculating residuals on the training data, then fitting new base learners to provide a more accurate boost of the predictions to reduce residuals on each successive stage.

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Sourabh Chiprikar
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59 views72 pages

Gradient Boost

Gradient Boost is a machine learning technique that fits models to training data in an incremental fashion, using the gradient of the loss function to add predictions in a stage-wise fashion to minimize error. It works by calculating residuals on the training data, then fitting new base learners to provide a more accurate boost of the predictions to reduce residuals on each successive stage.

Uploaded by

Sourabh Chiprikar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Gradient Boost

Author: Joshua Starmer, North Carolina State University


The most common way that Gradient Boost fits a model to a Training Data

Training Data Gradient Boost model


We calculate residuals
for all the people (data (1 - 0.9) = 0.1
points)
Residuals

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