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A Gentle Introduction to Gradient Boosting

A Gentle Introduction to Gradient BoostingCheng of Computer and Information ScienceNortheastern UniversityGradient BoostingIa powerful machine learning algorithmIit can doIregressionIclassificationIrankingIwon Track 1 of the Yahoo Learning to Rank ChallengeOur implementation of Gradient Boosting is available of the Tutorial1 What is Gradient Boosting2 A brief history3 Gradient Boosting for regression4 Gradient Boosting for classification5 A demo of Gradient Boosting6 Relationship between Adaboost and Gradient Boosting7 Why it worksNote: This tutorial focuses on the intuition. For a formaltreatment, see [Friedman, 2001]What is Gradient BoostingGradient Boosting = Gradient Descent + BoostingAdaboostFigure: AdaBoost.

I In each stage, introduce a weak learner to compensate the shortcomings of existing weak learners. I In Gradient Boosting,\shortcomings" are identi ed by gradients. I Recall that, in Adaboost,\shortcomings" are identi ed by high-weight data points. I Both high-weight data points and gradients tell us how to improve our model.

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