gbrt | 梯度迭代回归树 | Machine Learning library
kandi X-RAY | gbrt Summary
kandi X-RAY | gbrt Summary
梯度迭代回归树(Gradient boosting regression tree).
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QUESTION
I have been investigating a "hand-rolled" version of a gradient boosted regression tree. I find that the errors agree very well with the sklearn GradientBoostingRegressor module until I increase the tree building loop above a certain value. I am not sure if this is a bug in my code or a feature of the algorithm that is manifesting itself, so I was looking for some guidance as to what may be happening. My full code listing that uses the Boston housing market data is shown below, and below that the output when I change the loop parameter.
...ANSWER
Answered 2020-May-11 at 09:19I believe there are two sources of differences here. The biggest one is the randomness in the DecisionTreeRegressor.fit
method. While you set your random seeds to 42 in both the GradientBoostingRegressor
and in all of the
DecisionTreeRegressor
s, your DecisionTreeRegressor
training loop does not duplicate the way GradientBoostingRegressor
handles the random seed. In your loop, you set the seed on each iteration. In the GradientBoostingRegressor.fit
method, the seed is (I assume) set only once at the beginning of training. I've modified your code as follows:
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