Bootstrap sampling is a resampling method that uses random sampling with replacement. It sounds complicated but trust me

Author : bunfakep
Publish Date : 2021-01-07 16:28:22


Bootstrap sampling is a resampling method that uses random sampling with replacement. It sounds complicated but trust me

XGBoost is one of the most popular and widely used algorithms today because it is simply so powerful. It is similar to Gradient Boost but has a few extra features that make it that much stronger including…

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n soon and he learned how to make clothes for himself from goatskin. His shoes also wore down and soon he started walking barefoot on the island and developed a really thick skin by doing so. Life was lonely and he passed his time by being a good Christian, reading the bible, singing psalms, and even composing his own music by fashioning out a musical instrument from wood strips held with some sort of tree gum.

Second, the stumps that are created are not equally weighted in the final decision (final prediction). Stumps that create more error will have less say in the final decision.

If you thought XGBoost was the best algorithm out there, think again. LightGBM is another type of boosting algorithm that has shown to be faster and sometimes more accurate than XGBoost.

Don’t feel discouraged if you had a harder time understanding the last few algorithms — not only are they more complex but they’re also relatively new! So stay tuned for more resources that will go into these algorithms in greater depth.

What makes LightGBM different is that it uses a unique technique called Gradient-based One-Side Sampling (GOSS) to filter out the data instances to find a split value. This is different than XGBoost which uses pre-sorted and histogram-based algorithms to find the best split.

While the last point may have been confusing, all that you need to know is that Gradient Boost starts by building one tree to try to fit the data, and the subsequent trees built after aim to reduce the residuals (error). It does this by concentrating on the areas where the existing learners performed poorly, similar to AdaBoost.

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For example, if we created one decision tree, the third one, it would predict 0. But if we relied on the mode of all 4 decision trees, the predicted value would be 1. This is the power of random forests!

Gradient Boost views the boosting problem as an optimization problem, where it uses a loss function and tries to minimize the error. This is why it’s called Gradient boost, as it’s inspired by gradient descent.

AdaBoost is similar to Random Forests in the sense that the predictions are taken from many decision trees. However, there are three main differences that make AdaBoost unique:

It’s no surprise that Gradient Boost is also an ensemble algorithm that uses boosting methods to develop an enhanced predictor. In many ways, Gradient Boost is similar to AdaBoost, but there are a couple of key differences:

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Bagging when you use the aggregate of the bootstrapped datasets to make a decision — I dedicated an article to this topic so feel free to check it out here if this doesn’t make complete sense.

Random forests are an ensemble learning technique that builds off of decision trees. Random forests involve creating multiple decision trees using bootstrapped datasets of the original data and randomly selecting a subset of variables at each step of the decision tree. The model then selects the mode of all of the predictions of each decision tree (bagging). What’s the point of this? By relying on a “majority wins” model, it reduces the risk of error from an individual tree.



Category : general

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