{"id":44678,"date":"2023-12-11T15:03:36","date_gmt":"2023-12-11T07:03:36","guid":{"rendered":"https:\/\/wx.kaifamiao.info\/?p=44678"},"modified":"2023-12-11T15:03:36","modified_gmt":"2023-12-11T07:03:36","slug":"%e8%af%b7%e9%97%aegbdt%e5%92%8cxgboosts%e7%9a%84%e5%8c%ba%e5%88%ab%e6%98%af%e4%bb%80%e4%b9%88%ef%bc%9f-2","status":"publish","type":"post","link":"http:\/\/wx.kaifamiao.info\/index.php\/2023\/12\/11\/%e8%af%b7%e9%97%aegbdt%e5%92%8cxgboosts%e7%9a%84%e5%8c%ba%e5%88%ab%e6%98%af%e4%bb%80%e4%b9%88%ef%bc%9f-2\/","title":{"rendered":"\u8bf7\u95eeGBDT\u548cXGBoosts\u7684\u533a\u522b\u662f\u4ec0\u4e48\uff1f"},"content":{"rendered":"

“`” \u9996\u5148\u4ecb\u7ecd\u4e00\u4e0bboosting\u601d\u60f3\uff0c\u6bcf\u6b21\u8bad\u7ec3\u5355\u4e2a\u5f31\u5206\u7c7b\u5668\u65f6\uff0c\u90fd\u5c06\u4e0a\u4e00\u6b21\u5206\u9519\u7684\u6570\u636e\u6743\u91cd\u63d0\u9ad8\u4e00\u70b9\u518d\u8fdb\u884c\u5f53\u524d\u5355\u4e2a\u5f31\u5206\u7c7b\u5668\u7684\u5b66\u4e60\uff0c\u8fd9\u6837\u5f80\u540e\u6267\u884c\uff0c\u8bad\u7ec3\u51fa\u6765\u7684\u5355\u4e2a\u5f31\u5206\u7c7b\u5668\u5c31\u4f1a\u8d8a\u5728\u610f\u90a3\u4e9b\u5bb9\u6613\u5206\u9519\u7684\u70b9\uff0c\u6700\u7ec8\u901a\u8fc7\u52a0\u6743\u6c42\u548c\u7684\u65b9\u5f0f\u7ec4\u5408\u6210\u4e00\u4e2a\u6700\u7ec8\u7684\u5b66\u4e60\u5668<\/p>\n

gradent boosting \u662fboosting\u7684\u4e00\u79cd\uff0c\u6bcf\u4e00\u6b21\u6784\u5efa\u5355\u4e2a\u5b66\u4e60\u5668\u65f6\uff0c\u662f\u5728\u4e4b\u524d\u5efa\u7acb\u7684\u6a21\u578b\u7684\u635f\u5931\u51fd\u6570\u7684\u68af\u5ea6\u4e0b\u964d\u65b9\u5411\uff0c GB\u4e0eAdaboost\u7684\u533a\u522b\u5728\u4e8e\uff1a<\/p>\n

AdaBoost\u662f\u901a\u8fc7\u63d0\u5347\u9519\u5206\u6570\u636e\u70b9\u7684\u6743\u91cd\u6765\u5b9a\u4f4d\u6a21\u578b\u7684\u4e0d\u8db3\u3002<\/p>\n

Gradient Boosting\u662f\u901a\u8fc7\u7b97\u68af\u5ea6\uff08gradient\uff09\u6765\u5b9a\u4f4d\u6a21\u578b\u7684\u4e0d\u8db3 \u3002<\/p>\n

\u4e3b\u8981\u601d\u60f3\u662f\uff0c\u6bcf\u4e00\u6b21\u5efa\u7acb\u5355\u4e2a\u5b66\u4e60\u5668\u65f6\uff0c\u662f\u5728\u4e4b\u524d\u5efa\u7acb\u7684\u6a21\u578b\u7684\u635f\u5931\u51fd\u6570\u7684\u68af\u5ea6\u4e0b\u964d\u65b9\u5411\uff0c\u635f\u5931\u51fd\u6570\u8d8a\u5927\uff0c\u8bf4\u660e\u6a21\u578b\u8d8a\u5bb9\u6613\u51fa\u9519\uff0c\u5982\u679c\u6211\u4eec\u7684\u6a21\u578b\u80fd\u591f\u8ba9\u635f\u5931\u51fd\u6570\u6301\u7eed\u7684\u4e0b\u964d\uff0c\u5219\u8bf4\u660e\u6211\u4eec\u7684\u6a21\u578b\u5728\u4e0d\u505c\u7684\u6539\u8fdb\uff0c\u800c\u6700\u597d\u7684\u65b9\u5f0f\u5c31\u662f\u8ba9\u635f\u5931\u51fd\u6570\u5728\u5176\u68af\u5ea6\u65b9\u5411\u4e0a\u4e0b\u964d\u3002<\/p>\n

GBDT=GB+DT(decision tree),\u5373\u57fa\u5206\u7c7b\u5668\u4e3a\u51b3\u7b56\u6811\u65f6\uff0c\u8fd9\u91cc\u7684\u51b3\u7b56\u6811\u662f\u56de\u5f52\u6811<\/p>\n

Xgboost \u662fGB\u7b97\u6cd5\u7684\u9ad8\u6548\u5b9e\u73b0\uff0c\u5176\u4e2d\u57fa\u5206\u7c7b\u5668\u9664\u4e86\u53ef\u4ee5\u4f7fCART\u4e5f\u53ef\u4ee5\u662f\u7ebf\u6027\u5206\u7c7b\u5668<\/p>\n

\u00a0<\/p>\n

\u51e0\u5927\u533a\u522b\uff1a<\/p>\n

\u4f20\u7edfGBDT\u4ee5CART\u4f5c\u4e3a\u57fa\u5206\u7c7b\u5668\uff0cxgboost\u8fd8\u652f\u6301\u7ebf\u6027\u5206\u7c7b\u5668\uff0c\u8fd9\u4e2a\u65f6\u5019xgboost\u76f8\u5f53\u4e8e\u5e26L1\u548cL2\u6b63\u5219\u5316\u9879\u7684\u903b\u8f91\u65af\u5e1d\u56de\u5f52\u6216\u8005\u7ebf\u6027\u56de\u5f52
\n\u4f20\u7edfGBDT\u5728\u4f18\u5316\u65f6\u53ea\u7528\u5230\u4e86\u4e00\u9636\u5bfc\u6570\uff0c\u800cxgboost\u5bf9\u4ee3\u4ef7\u51fd\u6570\u8fdb\u884c\u4e86\u4e8c\u9636\u6cf0\u52d2\u5c55\u5f00\uff0c\u7528\u5230\u4e86\u4e00\u9636\u548c\u4e8c\u9636\u5bfc\u6570
\nxgboost\u52a0\u5165\u4e86\u6b63\u5219\u9879\uff0c\u9632\u6b62\u8fc7\u62df\u5408
\nshrinkage\uff0c\u76f8\u5f53\u4e8e\u5b66\u4e60\u7387\uff0c\u5728\u6bcf\u5b8c\u6210\u4e00\u6b21\u8fed\u4ee3\u540e\uff0c\u4f1a\u4e58\u4e0a\u8fd9\u4e2a\u7cfb\u6570\uff0c\u524a\u51cf\u6bcf\u68f5\u6811\u7684\u5f71\u54cd
\n\u5217\u62bd\u6837\uff0c\u501f\u9274\u968f\u673a\u68ee\u6797\u7684\u505a\u6cd5\uff0c\u652f\u6301\u5217\u62bd\u6837\uff0c\u4e0d\u4ec5\u80fd\u964d\u4f4e\u8fc7\u62df\u5408\uff0c\u8fd8\u80fd\u51cf\u5c11\u8ba1\u7b97<\/p>\n

<pre><code> "“`
\n<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"

“`” \u9996\u5148\u4ecb\u7ecd\u4e00\u4e0bboosting\u601d\u60f3\uff0c\u6bcf\u6b21\u8bad\u7ec3\u5355\u4e2a\u5f31\u5206\u7c7b\u5668\u65f6\uff0c\u90fd\u5c06\u4e0a\u4e00\u6b21\u5206\u9519\u7684\u6570\u636e […]<\/p>\n","protected":false},"author":7,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[101],"tags":[],"class_list":["post-44678","post","type-post","status-publish","format-standard","hentry","category-c"],"_links":{"self":[{"href":"http:\/\/wx.kaifamiao.info\/index.php\/wp-json\/wp\/v2\/posts\/44678","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/wx.kaifamiao.info\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/wx.kaifamiao.info\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/wx.kaifamiao.info\/index.php\/wp-json\/wp\/v2\/users\/7"}],"replies":[{"embeddable":true,"href":"http:\/\/wx.kaifamiao.info\/index.php\/wp-json\/wp\/v2\/comments?post=44678"}],"version-history":[{"count":1,"href":"http:\/\/wx.kaifamiao.info\/index.php\/wp-json\/wp\/v2\/posts\/44678\/revisions"}],"predecessor-version":[{"id":44679,"href":"http:\/\/wx.kaifamiao.info\/index.php\/wp-json\/wp\/v2\/posts\/44678\/revisions\/44679"}],"wp:attachment":[{"href":"http:\/\/wx.kaifamiao.info\/index.php\/wp-json\/wp\/v2\/media?parent=44678"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/wx.kaifamiao.info\/index.php\/wp-json\/wp\/v2\/categories?post=44678"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/wx.kaifamiao.info\/index.php\/wp-json\/wp\/v2\/tags?post=44678"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}