Kaggle ᐟ xgboost
ࣁ Kaggle ጱஉྲᩦӾ҅౯ժݢզکஉ winner ࡅཻአ xgboost҅ᘒӬ឴ᶋଉঅጱᤒሿ҅Ք
xgboost کବฎՋԍզ݊ই֜ଫአ
ᕮғ
Ջԍฎ xgboostҘ
ԅՋԍᥝአҘ
ெԍଫአҘ
ԟᩒრ
Ջԍฎ xgboostҘ
XGBoost ғeXtreme Gradient Boosting ᶱፓࣈ࣎ғhttps://github.com/dmlc/xgboost
ฎኧ Tianqi Chen http://homes.cs.washington.edu/~tqchen/ ๋ڡݎጱሿݢಘ҅൭҅ړ
ୗ gradient boosting (GBDT, GBRT or GBM) ᓒဩጱӞӻପ҅ݢզӥᤰଚଫአԭ C++҅Python҅
R҅Julia҅Java҅Scala҅Hadoop҅ሿࣁํஉܐ֢ᘏوݶݎᖌಷ
XGBoost ಅଫአጱᓒဩฎ gradient boosting decision tree҅෬ݢզአԭړᔄԞݢզአԭࢧ୭ᳯ
Ӿ
ᮎՋԍฎ Gradient BoostingҘ
Gradient boosting ฎ boosting ጱٌӾӞᐿොဩ
ಅ᧲ Boosting ҅ฎ୧ړᐶ f_i(x) ᕟݳ᩸୵౮୩ړᔄ F(x) ጱӞᐿොဩ
ಅզ Boosting ํӣӻᥝᔰғ
A loss function to be optimizedғ ֺইړᔄᳯӾአ cross entropy҅ࢧ୭ᳯአ mean
squared error
A weak learner to make predictionsғ ֺই٬ᒽ
An additive modelғ ӻ୧ԟᔴے᩸ᕟ౮୩ԟ҅ᬰᘒֵፓຽഖڍහᬡکຄ
Gradient boosting ฎ᭗ᬦےفෛጱ୧ԟ҅ۘێᔿྋڹᶎಅํ୧ԟጱྜ૧๋҅ᕣᬯ
ӻԟፘےࣁӞ᩸አᬰᤈ๋ᕣᶼၥ҅ٵᏟሲտྲܔᇿጱӞӻᥝṛԏಅզᑍԅ Gradient҅ฎࢩ
ԅࣁႲےෛཛྷֵࣳአԧༀଶӥᴳᓒဩ๋۸ጱഖ
ԅՋԍᥝአ xgboostҘ
ڹᶎ૪ᕪᎣ᭲҅XGBoost ฎ gradient boosting decision tree ጱሿ҅֕ฎӞᛱ᧔҅gradient
boosting ጱሿฎྲౌጱ҅ࢩԅྯེ᮷ᥝض᭜ڊӞӻଚႲےکෆӻཛྷࣳଧڜӾ
ᘒ XGBoost ጱᇙᅩฎᦇᓒ᭛ଶள҅ཛྷࣳᤒሿঅ҅ᬯӷᅩԞྋฎᬯӻᶱፓጱፓຽ
ᤒሿளฎࢩԅٍํᬯጱᦡᦇғ