data_mining:gradient_boosting

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data_mining:gradient_boosting [2016/02/01 23:04] – phreazerdata_mining:gradient_boosting [2016/02/01 23:12] – [Warum boosting?] phreazer
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 Beispielhafte Loss-Funktion: Quadrierter Fehler in Gauß'scher Regression $p=(Y-f(X))^2$ Beispielhafte Loss-Funktion: Quadrierter Fehler in Gauß'scher Regression $p=(Y-f(X))^2$
 +
 +Gegeben $X=(X_1, ..., X_n), Y=(Y_1,...,Y_n)$, minimiere das empirische Risiko
 +
 +$$R = \frac{1}{n} \sum_{i=1}^n p(Y_i, f(X_i))$$
 +
 +Beispiel (quadratischer Fehler): 
 +$$R = \frac{1}{n} \sum_{i=1}^n p(Y_i - f(X_i))^2$$
  • data_mining/gradient_boosting.txt
  • Last modified: 2017/07/19 20:34
  • by phreazer