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data_mining:gradient_boosting [2016/01/17 15:26] – phreazer | data_mining:gradient_boosting [2016/01/17 15:44] – phreazer | ||
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$$f^*(X) = \beta_0 + f_1(X_1) + ... + f_n(X_n)$$ | $$f^*(X) = \beta_0 + f_1(X_1) + ... + f_n(X_n)$$ | ||
+ | Typische Vorgehensweise ist die ML-Schätzung um ein Regressionsmodell zu fitten. | ||
+ | Probleme ML-Schätzung: | ||
+ | - Multikollinearität der Prädiktorvariablen (feature selection notwendig) | ||
+ | - Gewöhnliche Featureselektion (univariate, | ||