{"id":17706,"date":"2023-02-20T16:39:34","date_gmt":"2023-02-20T08:39:34","guid":{"rendered":"https:\/\/docs.pingcode.com\/?p=17706"},"modified":"2023-02-20T16:39:38","modified_gmt":"2023-02-20T08:39:38","slug":"%e6%9c%ba%e5%99%a8%e5%ad%a6%e4%b9%a0%e7%ae%97%e6%b3%95%e4%b8%adgbdt%e4%b8%8eadaboost%e7%9a%84%e5%8c%ba%e5%88%ab%e4%b8%8e%e8%81%94%e7%b3%bb%e6%98%af%e4%bb%80%e4%b9%88","status":"publish","type":"post","link":"https:\/\/docs.pingcode.com\/ask\/17706.html","title":{"rendered":"\u673a\u5668\u5b66\u4e60\u7b97\u6cd5\u4e2dGBDT\u4e0eAdaboost\u7684\u533a\u522b\u4e0e\u8054\u7cfb\u662f\u4ec0\u4e48"},"content":{"rendered":"\n<blockquote class=\"wp-block-quote\">\n<p>\u673a\u5668\u5b66\u4e60\u7b97\u6cd5\u4e2dGBDT\u4e0eAdaboost\u7684\u533a\u522b\u4e0e\u8054\u7cfb\u662f\uff1aBoosting\u7b97\u6cd5\u7279\u5f81\u901a\u8fc7\u5c06\u4e00\u4e9b\u8868\u73b0\u6548\u679c\u4e00\u822c\uff08\u53ef\u80fd\u4ec5\u4ec5\u4f18\u4e8e\u968f\u673a\u731c\u6d4b\uff09\u7684\u6a21\u578b\u901a\u8fc7\u7279\u5b9a\u65b9\u6cd5\u8fdb\u884c\u7ec4\u5408\u6765\u83b7\u5f97\u4e00\u4e2a\u8868\u73b0\u6548\u679c\u8f83\u597d\u7684\u6a21\u578b\u3002<\/p>\n<\/blockquote>\n\n\n<div class=\"wp-block-image\">\n<figure class=\"aligncenter size-full\"><img fetchpriority=\"high\" decoding=\"async\" width=\"680\" height=\"421\" src=\"https:\/\/cdn-docs.pingcode.com\/wp-content\/uploads\/2023\/02\/\u6dfb\u52a0\u6807\u9898-1-14.png?x-oss-process=image\/auto-orient,1\/format,webp\" alt=\"\" class=\"wp-image-17707\" srcset=\"https:\/\/cdn-docs.pingcode.com\/wp-content\/uploads\/2023\/02\/\u6dfb\u52a0\u6807\u9898-1-14.png 680w, https:\/\/cdn-docs.pingcode.com\/wp-content\/uploads\/2023\/02\/\u6dfb\u52a0\u6807\u9898-1-14-300x186.png 300w\" sizes=\"(max-width: 680px) 100vw, 680px\" \/><\/figure><\/div>\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001\u673a\u5668\u5b66\u4e60\u7b97\u6cd5\u4e2dGBDT\u4e0eAdaboost\u7684\u533a\u522b\u4e0e\u8054\u7cfb<\/strong><\/h2>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>Boosting<\/strong><strong>\u7b97\u6cd5<\/strong><\/h3>\n\n\n\n<p>Boosting\u7b97\u6cd5\u901a\u8fc7\u5c06\u4e00\u4e9b\u8868\u73b0\u6548\u679c\u4e00\u822c\uff08\u53ef\u80fd\u4ec5\u4ec5\u4f18\u4e8e\u968f\u673a\u731c\u6d4b\uff09\u7684\u6a21\u578b\u901a\u8fc7\u7279\u5b9a\u65b9\u6cd5\u8fdb\u884c\u7ec4\u5408\u6765\u83b7\u5f97\u4e00\u4e2a\u8868\u73b0\u6548\u679c\u8f83\u597d\u7684\u6a21\u578b\u3002\u4ece\u62bd\u8c61\u7684\u89d2\u5ea6\u6765\u770b\uff0cBoosting\u7b97\u6cd5\u662f\u501f\u52a9convex loss function\u5728\u51fd\u6570\u7a7a\u95f4\u8fdb\u884c\u68af\u5ea6\u4e0b\u964d\u7684\u4e00\u7c7b\u7b97\u6cd5\u3002Gradient Boost\u548cAdaboost\u5c31\u662f\u5176\u4e2d\u6bd4\u8f83\u5e38\u89c1\u7684\u4e24\u79cd\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>Adaboost<\/strong><\/h3>\n\n\n\n<p>AdaBoost\uff0c\u662f\u82f1\u6587&#8221;Adaptive Boosting&#8221;\uff08\u81ea\u9002\u5e94\u589e\u5f3a\uff09\u7684\u7f29\u5199\uff0c\u7531Yoav Freund\u548cRobert Schapire\u57281995\u5e74\u63d0\u51fa\u3002\u5b83\u7684\u81ea\u9002\u5e94\u5728\u4e8e\uff1a\u524d\u4e00\u4e2a\u57fa\u672c\u5206\u7c7b\u5668\u5206\u9519\u7684\u6837\u672c\u4f1a\u5f97\u5230\u52a0\u5f3a\uff0c\u52a0\u6743\u540e\u7684\u5168\u4f53\u6837\u672c\u518d\u6b21\u88ab\u7528\u6765\u8bad\u7ec3\u4e0b\u4e00\u4e2a\u57fa\u672c\u5206\u7c7b\u5668\u3002\u540c\u65f6\uff0c\u5728\u6bcf\u4e00\u8f6e\u4e2d\u52a0\u5165\u4e00\u4e2a\u65b0\u7684\u5f31\u5206\u7c7b\u5668\uff0c\u76f4\u5230\u8fbe\u5230\u67d0\u4e2a\u9884\u5b9a\u7684\u8db3\u591f\u5c0f\u7684\u9519\u8bef\u7387\u6216\u8fbe\u5230\u9884\u5148\u6307\u5b9a\u7684\u6700\u5927\u8fed\u4ee3\u6b21\u6570\u3002<\/p>\n\n\n\n<p>\u5177\u4f53\u8bf4\u6765\uff0c\u6574\u4e2aAdaboost \u8fed\u4ee3\u7b97\u6cd5\u5c313\u6b65\uff1a<\/p>\n\n\n\n<p>\u521d\u59cb\u5316\u8bad\u7ec3\u6570\u636e\u7684\u6743\u503c\u5206\u5e03\u3002\u5982\u679c\u6709N\u4e2a\u6837\u672c\uff0c\u5219\u6bcf\u4e00\u4e2a\u8bad\u7ec3\u6837\u672c\u6700\u5f00\u59cb\u65f6\u90fd\u88ab\u8d4b\u4e88\u76f8\u540c\u7684\u6743\u503c\uff1a1\/N\u3002<\/p>\n\n\n\n<p>\u8bad\u7ec3\u5f31\u5206\u7c7b\u5668\u3002\u5177\u4f53\u8bad\u7ec3\u8fc7\u7a0b\u4e2d\uff0c\u5982\u679c\u67d0\u4e2a\u6837\u672c\u70b9\u5df2\u7ecf\u88ab\u51c6\u786e\u5730\u5206\u7c7b\uff0c\u90a3\u4e48\u5728\u6784\u9020\u4e0b\u4e00\u4e2a\u8bad\u7ec3\u96c6\u4e2d\uff0c\u5b83\u7684\u6743\u503c\u5c31\u88ab\u964d\u4f4e\uff1b\u76f8\u53cd\uff0c\u5982\u679c\u67d0\u4e2a\u6837\u672c\u70b9\u6ca1\u6709\u88ab\u51c6\u786e\u5730\u5206\u7c7b\uff0c\u90a3\u4e48\u5b83\u7684\u6743\u503c\u5c31\u5f97\u5230\u63d0\u9ad8\u3002\u7136\u540e\uff0c\u6743\u503c\u66f4\u65b0\u8fc7\u7684\u6837\u672c\u96c6\u88ab\u7528\u4e8e\u8bad\u7ec3\u4e0b\u4e00\u4e2a\u5206\u7c7b\u5668\uff0c\u6574\u4e2a\u8bad\u7ec3\u8fc7\u7a0b\u5982\u6b64\u8fed\u4ee3\u5730\u8fdb\u884c\u4e0b\u53bb\u3002<\/p>\n\n\n\n<p>\u5c06\u5404\u4e2a\u8bad\u7ec3\u5f97\u5230\u7684\u5f31\u5206\u7c7b\u5668\u7ec4\u5408\u6210\u5f3a\u5206\u7c7b\u5668\u3002\u5404\u4e2a\u5f31\u5206\u7c7b\u5668\u7684\u8bad\u7ec3\u8fc7\u7a0b\u7ed3\u675f\u540e\uff0c\u52a0\u5927\u5206\u7c7b\u8bef\u5dee\u7387\u5c0f\u7684\u5f31\u5206\u7c7b\u5668\u7684\u6743\u91cd\uff0c\u4f7f\u5176\u5728\u6700\u7ec8\u7684\u5206\u7c7b\u51fd\u6570\u4e2d\u8d77\u7740\u8f83\u5927\u7684\u51b3\u5b9a\u4f5c\u7528\uff0c\u800c\u964d\u4f4e\u5206\u7c7b\u8bef\u5dee\u7387\u5927\u7684\u5f31\u5206\u7c7b\u5668\u7684\u6743\u91cd\uff0c\u4f7f\u5176\u5728\u6700\u7ec8\u7684\u5206\u7c7b\u51fd\u6570\u4e2d\u8d77\u7740\u8f83\u5c0f\u7684\u51b3\u5b9a\u4f5c\u7528\u3002\u6362\u8a00\u4e4b\uff0c\u8bef\u5dee\u7387\u4f4e\u7684\u5f31\u5206\u7c7b\u5668\u5728\u6700\u7ec8\u5206\u7c7b\u5668\u4e2d\u5360\u7684\u6743\u91cd\u8f83\u5927\uff0c\u5426\u5219\u8f83\u5c0f\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u8054\u7cfb<\/strong><\/h3>\n\n\n\n<p>\u4e24\u8005\u7684\u8054\u7cfb\u662f\u90fd\u53ef\u4ee5\u7528\u6765\u6539\u8fdb\u6a21\u578b\u3002AdaBoost\u7528\u9519\u5206\u6570\u636e\u70b9\u6765\u8bc6\u522b\u95ee\u9898\uff0c\u901a\u8fc7\u8c03\u6574\u9519\u5206\u6570\u636e\u70b9\u7684\u6743\u91cd\u6765\u6539\u8fdb\u6a21\u578b\u3002Gradient Boosting\u901a\u8fc7\u8d1f\u68af\u5ea6\u6765\u8bc6\u522b\u95ee\u9898\uff0c\u901a\u8fc7\u8ba1\u7b97\u8d1f\u68af\u5ea6\u6765\u6539\u8fdb\u6a21\u578b\u3002<\/p>\n\n\n\n<p><strong>\u5ef6\u4f38\u9605\u8bfb\uff1a<\/strong><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c\u3001&nbsp;GBDT \u4e0e XGBoost \u533a\u522b<\/strong><\/h2>\n\n\n\n<ul>\n<li>\u4f20\u7edfGBDT\u4ee5CART\u4f5c\u4e3a\u57fa\u5206\u7c7b\u5668\uff0cxgboost\u8fd8\u652f\u6301\u7ebf\u6027\u5206\u7c7b\u5668\uff0c\u8fd9\u4e2a\u65f6\u5019xgboost\u76f8\u5f53\u4e8e\u5e26L1\u548cL2\u6b63\u5219\u5316\u9879\u7684\u903b\u8f91\u65af\u8482\u56de\u5f52\uff08\u5206\u7c7b\u95ee\u9898\uff09\u6216\u8005\u7ebf\u6027\u56de\u5f52\uff08\u56de\u5f52\u95ee\u9898\uff09\u3002<\/li>\n\n\n\n<li>\u4f20\u7edfGBDT\u5728\u4f18\u5316\u65f6\u53ea\u7528\u5230\u4e00\u9636\u5bfc\u6570\u4fe1\u606f\uff0cxgboost\u5219\u5bf9\u4ee3\u4ef7\u51fd\u6570\u8fdb\u884c\u4e86\u4e8c\u9636\u6cf0\u52d2\u5c55\u5f00\uff0c\u540c\u65f6\u7528\u5230\u4e86\u4e00\u9636\u548c\u4e8c\u9636\u5bfc\u6570\u3002\u987a\u4fbf\u63d0\u4e00\u4e0b\uff0cxgboost\u5de5\u5177\u652f\u6301\u81ea\u5b9a\u4e49\u4ee3\u4ef7\u51fd\u6570\uff0c\u53ea\u8981\u51fd\u6570\u53ef\u4e00\u9636\u548c\u4e8c\u9636\u6c42\u5bfc\u3002<\/li>\n\n\n\n<li>xgboost\u5728\u4ee3\u4ef7\u51fd\u6570\u91cc\u52a0\u5165\u4e86\u6b63\u5219\u9879\uff0c\u7528\u4e8e\u63a7\u5236\u6a21\u578b\u7684\u590d\u6742\u5ea6\u3002\u6b63\u5219\u9879\u91cc\u5305\u542b\u4e86\u6811\u7684\u53f6\u5b50\u8282\u70b9\u4e2a\u6570\u3001\u6bcf\u4e2a\u53f6\u5b50\u8282\u70b9\u4e0a\u8f93\u51fa\u7684score\u7684L2\u6a21\u7684\u5e73\u65b9\u548c\u3002\u4eceBias-variance tradeoff\u89d2\u5ea6\u6765\u8bb2\uff0c\u6b63\u5219\u9879\u964d\u4f4e\u4e86\u6a21\u578b\u7684variance\uff0c\u4f7f\u5b66\u4e60\u51fa\u6765\u7684\u6a21\u578b\u66f4\u52a0\u7b80\u5355\uff0c\u9632\u6b62\u8fc7\u62df\u5408\uff0c\u8fd9\u4e5f\u662fxgboost\u4f18\u4e8e\u4f20\u7edfGBDT\u7684\u4e00\u4e2a\u7279\u6027\u3002<\/li>\n\n\n\n<li>Shrinkage\uff08\u7f29\u51cf\uff09\uff0c\u76f8\u5f53\u4e8e\u5b66\u4e60\u901f\u7387\uff08xgboost\u4e2d\u7684eta\uff09\u3002xgboost\u5728\u8fdb\u884c\u5b8c\u4e00\u6b21\u8fed\u4ee3\u540e\uff0c\u4f1a\u5c06\u53f6\u5b50\u8282\u70b9\u7684\u6743\u91cd\u4e58\u4e0a\u8be5\u7cfb\u6570\uff0c\u4e3b\u8981\u662f\u4e3a\u4e86\u524a\u5f31\u6bcf\u68f5\u6811\u7684\u5f71\u54cd\uff0c\u8ba9\u540e\u9762\u6709\u66f4\u5927\u7684\u5b66\u4e60\u7a7a\u95f4\u3002\u5b9e\u9645\u5e94\u7528\u4e2d\uff0c\u4e00\u822c\u628aeta\u8bbe\u7f6e\u5f97\u5c0f\u4e00\u70b9\uff0c\u7136\u540e\u8fed\u4ee3\u6b21\u6570\u8bbe\u7f6e\u5f97\u5927\u4e00\u70b9\u3002\uff08\u8865\u5145\uff1a\u4f20\u7edfGBDT\u7684\u5b9e\u73b0\u4e5f\u6709\u5b66\u4e60\u901f\u7387\uff09<\/li>\n\n\n\n<li>\u5217\u62bd\u6837\uff08column 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