28.
机器学习平台-‐GBDT
Hypothesis:
Loss
Funcaon:
Update
Funcaon:
Tree
1 Tree
2 Tree
M
......
1
( ) ( ; )
M
M m m
m
h x T xβ
=
= Θ∑
2
1
1
min ( ) min ( ( ))
2
N
i i
h H h H
i
L h y h x
∈ ∈
=
≡ −∑
1
,
1
ˆ{ , } arg min ( , ( ) ( ; ))
m m
N
m m i m m m
i
L y h x T x
β
β β−
Θ
=
Θ = + Θ∑