• DOI:10.1016/S0167-9473(01)00065-2
Corpus ID: 16190154

Stochastic gradient boosting

@article{Friedman2002StochasticGB,
  title={Stochastic gradient boosting},
  author={J. Friedman},
  journal={Computational Statistics & Data Analysis},
  year={2002},
  volume={38},
  pages={367-378}
}

J. Friedman

Published 2002

Mathematics

Computational Statistics & Data Analysis

Gradient boosting constructs additive regression models by sequentially fitting a simple parameterized function (base learner) to current "pseudo'-residuals by least squares at each iteration. The pseudo-residuals are the gradient of the loss functional being minimized, with respect to the model values at each training data point evaluated at the current step. It is shown that both the approximation accuracy and execution speed of gradient boosting can be substantially improved by incorporating… CONTINUE READING

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