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Step 2.C: Optimize leaf output values
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Gradient Boost Part 2 - Regression Details
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- 1 Awesome song and introduction
- 2 Step 0: The data and the loss function
- 3 Step 1: Initialize the model with a constant value
- 4 Step 2: Build M trees
- 5 Step 2.A: Calculate residuals
- 6 Step 2.B: Fit a regression tree to the residuals
- 7 Step 2.C: Optimize leaf output values
- 8 Step 2.D: Update predictions with the new tree
- 9 Step 2: Summary of step 2
- 10 Step 3: Output the final prediction
- 11 The sum on the left hand side should be in parentheses to make it clear that the entire sum is multiplied by 1/2, not just the first term.
- 12 . It should be R_jm, not R_ij.
- 13 , the leaf in the script is R_1,2 and it should be R_2,1.
- 14 . With regression trees, the sample will only go to a single leaf, and this summation simply isolates the one output value of interest from all of the others. However, when I first made this video I …
- 15 , the header for the residual column should be r_i,2.
