• Corpus ID: 84844684

Accelerating Gradient Boosting Machine

@article{Lu2019AcceleratingGB,
  title={Accelerating Gradient Boosting Machine},
  author={Haihao Lu and Sai Praneeth Karimireddy and Natalia Ponomareva and Vahab S. Mirrokni},
  journal={ArXiv},
  year={2019},
  volume={abs/1903.08708}
}
Gradient Boosting Machine (GBM) is an extremely powerful supervised learning algorithm that is widely used in practice. GBM routinely features as a leading algorithm in machine learning competitions such as Kaggle and the KDDCup. In this work, we propose Accelerated Gradient Boosting Machine (AGBM) by incorporating Nesterov's acceleration techniques into the design of GBM. The difficulty in accelerating GBM lies in the fact that weak (inexact) learners are commonly used, and therefore the… 

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