Stochastic gradient boosting

• 1 February 2002
• journal article
• Published by Elsevier in Computational Statistics & Data Analysis
• Vol. 38  (4) , 367-378
• https://doi.org/10.1016/s0167-9473(01)00065-2

Abstract

Keywords

• TRAINING DATA
• FULL SAMPLE
• MODEL UPDATE
• FULL TRAINING DATA
• CURRENT ITERATION
• APPROXIMATION ACCURACY
• CONSTRUCTS ADDITIVE REGRESSION MODEL
• CURRENT STEP
• MODEL VALUE
• STOCHASTIC GRADIENT
• BASE LEARNER
• LOSS FUNCTION
• REGRESSION MODEL
• LEAST SQUARE