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PDF Chapter 10: Boosting and Additive Trees – KTH – Examples ofwhere b(x;) = 1 1 + exp(0 t 1x) Multivariate adaptive regression splines (MARS) Use truncated-power spline basis functions where parameterizes the variables and values for the knots. Trees parameterizes the split variables and split points at the
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Each of these additive learners, h m (x), will make use of the residuals from the preceding function, F m-1 (x). The MSEs for F 0 (x), F 1 (x) and F 2 (x) are 875, 692 and 540. It’s amazing how these simple weak learners can bring about a huge reduction in error! Note that each learner, h m (x), is trained on the residuals. All the additive learners in boosting are modeled after the residual errors at each step.
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PDF Classication and Regression Trees – Statistics Department – Build additive sequence of predictive models (ensemble) Final prediction is accumulated over many models. Start with initial predictive model Compute residuals from current t Build model for residuals Repeat Implication: Use simple model at each step Weak learner: ‘stump’ (one split), few splits
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