{"id":3157,"date":"2022-02-27T12:36:45","date_gmt":"2022-02-27T04:36:45","guid":{"rendered":"https:\/\/egonlin.com\/?p=3157"},"modified":"2022-02-27T12:37:28","modified_gmt":"2022-02-27T04:37:28","slug":"%e7%ac%ac%e4%ba%8c%e7%af%87%ef%bc%9a%e6%a2%af%e5%ba%a6%e6%8f%90%e5%8d%87%e6%a0%91","status":"publish","type":"post","link":"https:\/\/egonlin.com\/?p=3157","title":{"rendered":"\u7b2c\u4e8c\u7bc7\uff1a\u68af\u5ea6\u63d0\u5347\u6811"},"content":{"rendered":"

\u68af\u5ea6\u63d0\u5347\u6811<\/h1>\n

  \u68af\u5ea6\u63d0\u5347\u6811(gradien boosting decision tree\uff0cGBDT)\u5728\u5de5\u4e1a\u4e0a\u7528\u9014\u5e7f\u6cdb\uff0c\u5c5e\u4e8e\u6700\u6d41\u884c\u3001\u6700\u5b9e\u7528\u7684\u7b97\u6cd5\u4e4b\u4e00\uff0c\u68af\u5ea6\u63d0\u5347\u6811\u53ef\u4ee5\u770b\u6210\u662f\u63d0\u5347\u6811\u7684\u4f18\u5316\u7248\u3002<\/p>\n

\u68af\u5ea6\u63d0\u5347\u6811\u5b66\u4e60\u76ee\u6807<\/h1>\n
    \n
  1. \u68af\u5ea6\u63d0\u5347\u6811\u548c\u63d0\u5347\u6811<\/li>\n
  2. \u56de\u5f52\u68af\u5ea6\u63d0\u5347\u6811\u6d41\u7a0b<\/li>\n
  3. \u68af\u5ea6\u63d0\u5347\u6811\u4f18\u7f3a\u70b9<\/li>\n<\/ol>\n

    \u68af\u5ea6\u63d0\u5347\u6811\u8be6\u89e3<\/h1>\n

    \u68af\u5ea6\u63d0\u5347\u6811\u548c\u63d0\u5347\u6811<\/h2>\n

      \u68af\u5ea6\u63d0\u5347\u6811\u5176\u5b9e\u6d41\u7a0b\u548c\u63d0\u5347\u6811\u5dee\u4e0d\u591a\uff0c\u4f46\u662f\u5728\u635f\u5931\u51fd\u6570\u62df\u5408\u65b9\u9762\uff0c\u63d0\u5347\u6811\u635f\u5931\u51fd\u6570\u62df\u5408\u7528\u7684\u662f\u5e73\u65b9\u635f\u5931\uff0c\u800c\u68af\u5ea6\u63d0\u5347\u6811\u5219\u662f\u4f7f\u7528\u635f\u5931\u51fd\u6570\u7684\u8d1f\u68af\u5ea6\u6765\u62df\u5408\u672c\u8f6e\u635f\u5931\u7684\u8fd1\u4f3c\u503c\uff0c\u8fdb\u800c\u62df\u5408\u4e00\u4e2a\u56de\u5f52\u6811\u3002<\/p>\n

      \u7b2c$t$\u8f6e\u7b2c$i$\u6837\u672c\u7684\u635f\u5931\u51fd\u6570\u7684\u8d1f\u68af\u5ea6\u8868\u793a\u4e3a
    \n$$
    \nr_{ti}=-{[\\frac{\\partial{L(y_i,f(x_i))}}{\\partial{f(xi)}}]}<\/em>{f(x)=f_{t-1}(x)}
    \n$$
    \n  \u5229\u7528$(xi,r<\/em>{ti}),\\quad(i=1,2,\\cdots,m)$\uff0c\u6211\u4eec\u53ef\u4ee5\u62df\u5408\u4e00\u9897CART\u56de\u5f52\u6811\uff0c\u5f97\u5230\u4e86\u7b2c$t$\u68f5\u56de\u5f52\u6811\uff0c\u5b83\u5bf9\u5e94\u7684\u53f6\u8282\u70b9\u533a\u57df\u4e3a$R_{tj},\\quad(j=1,2,\\cdots,J)$\uff0c\u5176\u4e2d$J$\u4e3a\u53f6\u5b50\u8282\u70b9\u6570\u3002<\/p>\n

    \u56de\u5f52\u68af\u5ea6\u63d0\u5347\u6811\u6d41\u7a0b<\/h1>\n

    \u8f93\u5165<\/h2>\n

      \u6709$m$\u4e2a\u6570\u636e$n$\u4e2a\u7279\u5f81\u7684\u8bad\u7ec3\u6570\u636e\u96c6$T={(x_,y_1),(x_2,y_2),\\cdots,(x_m,y_m)}$\uff0c\u635f\u5931\u51fd\u6570\u4e3a$L(y,f(x))$\u3002<\/p>\n

    \u8f93\u51fa<\/h2>\n

      \u56de\u5f52\u6811$\\hat{f(x)}$\u3002<\/p>\n

    \u6d41\u7a0b<\/h2>\n

    <\/p>

    <\/div>

    \u67e5\u770b\u66f4\u591a<\/h2>

    \u8054\u7cfb\u7ba1\u7406\u5458\u5fae\u4fe1tutu19192010\uff0c\u6ce8\u518c\u8d26\u53f7<\/p>\n<\/div>

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