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Gradient boosting is a machine learning technique based on boosting in a functional space, where the target is pseudo-residuals instead of residuals as in traditional boosting. It gives a prediction model in the form of an ensemble of weak prediction models, i.e., models that make very few assumptions about the data, which are typically simple ...
While the XGBoost model often achieves higher accuracy than a single decision tree, it sacrifices the intrinsic interpretability of decision trees. For example, following the path that a decision tree takes to make its decision is trivial and self-explained, but following the paths of hundreds or thousands of trees is much harder.
Initially, the hypothesis boosting problem simply referred to the process of turning a weak learner into a strong learner. [3] Algorithms that achieve this quickly became known as "boosting". Freund and Schapire's arcing (Adapt[at]ive Resampling and Combining), [7] as a general technique, is more or less synonymous with boosting. [8]
The Barzilai-Borwein method [1] is an iterative gradient descent method for unconstrained optimization using either of two step sizes derived from the linear trend of the most recent two iterates. This method, and modifications, are globally convergent under mild conditions, [ 2 ] [ 3 ] and perform competitively with conjugate gradient methods ...
The properties of gradient descent depend on the properties of the objective function and the variant of gradient descent used (for example, if a line search step is used). The assumptions made affect the convergence rate, and other properties, that can be proven for gradient descent. [ 33 ]
LightGBM, short for Light Gradient-Boosting Machine, is a free and open-source distributed gradient-boosting framework for machine learning, originally developed by Microsoft. [4] [5] It is based on decision tree algorithms and used for ranking, classification and other machine learning tasks. The development focus is on performance and ...
CatBoost [6] is an open-source software library developed by Yandex.It provides a gradient boosting framework which, among other features, attempts to solve for categorical features using a permutation-driven alternative to the classical algorithm. [7]
The gradient thus does not vanish in arbitrarily deep networks. Feedforward networks with residual connections can be regarded as an ensemble of relatively shallow nets. In this perspective, they resolve the vanishing gradient problem by being equivalent to ensembles of many shallow networks, for which there is no vanishing gradient problem. [17]