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XGBoost: A Scalable Tree Boosting System
gradient tree boosting. 2.2 Gradient Tree Boosting The tree ensemble model in Eq. (2) includes functions as parameters and cannot be optimized using traditional opti-mization methods in Euclidean space. Instead, the model is trained in an additive manner. Formally, let ^y(t) i be the prediction of the i-th instance at the t-th iteration, we ...
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