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Python data analysis and machine learning 38-Xgboost algorithm

編輯:Python

Article table of contents

  • I. Introduction to ensemble algorithms
  • II. Introduction to Xgboost Integration Algorithm
  • Three. Graphical Xgboost Algorithm
  • Reference:

I. Introduction to ensemble algorithms

The following figure is a diagram of an ensemble algorithm:
y = wx +b
The first tree is used to find the weight value w
The second tree is used to find the intercept b
MoreCombining the two trees together, the overall practicability of the model is better.

II. Introduction to Xgboost Integration Algorithm

The following figure is the formula of the integrated algorithm:

Objective function:

How to solve the optimal function?

Representation of the ensemble algorithm:

The question remains, how do we choose what f to add to each round?The answer is very straightforward, choose an f to minimize our objective function

By the formula, the sample up traversal is converted to the leaf node traversal

Three. Graphical Xgboost algorithm

Reference:

  1. https://study.163.com/course/introduction.htm?courseId=1003590004#/courseDetail?tab=1

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