【推荐】Kaggle大牛讲解Gradient Boosting基础

If linear regression was a Toyota Camry, then gradient boosting would be a UH-60 Blackhawk Helicopter.  A particular implementation of gradient boosting, XGBoost , is consistently used to win machine learning competitions on Kaggle . Unfortunately many practitioners (including my former self) use it as a black box.  It’s also been butchered to death by a host of drive-by data scientists’ blogs.  As such, the purpose of this article is to lay the groundwork for classical gradient boosting, intuitively and comprehensively.