Gradient Boosting Machine with Partially Randomized Decision Trees

The gradient boosting machine is a powerful ensemble-based machine learning method for solving regression problems. However, one of the difficulties of its using is a possible discontinuity of the regression function, which arises when regions of training data are not densely covered by training poi...

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Main Authors: Andrei Konstantinov, Lev Utkin, Vladimir Muliukha
Format: Article
Language:English
Published: FRUCT 2021-01-01
Series:Proceedings of the XXth Conference of Open Innovations Association FRUCT
Subjects:
Online Access:https://www.fruct.org/publications/fruct28/files/Kon.pdf
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author Andrei Konstantinov
Lev Utkin
Vladimir Muliukha
author_facet Andrei Konstantinov
Lev Utkin
Vladimir Muliukha
author_sort Andrei Konstantinov
collection DOAJ
description The gradient boosting machine is a powerful ensemble-based machine learning method for solving regression problems. However, one of the difficulties of its using is a possible discontinuity of the regression function, which arises when regions of training data are not densely covered by training points. In order to overcome this difficulty and to reduce the computational complexity of the gradient boosting machine, we propose to apply the partially randomized trees which can be regarded as a special case of the extremely randomized trees applied to the gradient boosting. The gradient boosting machine with the partially randomized trees is illustrated by means of many numerical examples using synthetic and real data.
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spelling doaj.art-ebab7e19c6824742ac0ff96bbd21ce132022-12-21T23:12:49ZengFRUCTProceedings of the XXth Conference of Open Innovations Association FRUCT2305-72542343-07372021-01-0128116717310.23919/FRUCT50888.2021.9347631Gradient Boosting Machine with Partially Randomized Decision TreesAndrei Konstantinov0Lev Utkin1Vladimir Muliukha2Peter the Great Saint-Petersburg Polytechnic University, RussiaPeter the Great Saint-Petersburg Polytechnic University, RussiaPeter the Great Saint-Petersburg Polytechnic University, RussiaThe gradient boosting machine is a powerful ensemble-based machine learning method for solving regression problems. However, one of the difficulties of its using is a possible discontinuity of the regression function, which arises when regions of training data are not densely covered by training points. In order to overcome this difficulty and to reduce the computational complexity of the gradient boosting machine, we propose to apply the partially randomized trees which can be regarded as a special case of the extremely randomized trees applied to the gradient boosting. The gradient boosting machine with the partially randomized trees is illustrated by means of many numerical examples using synthetic and real data.https://www.fruct.org/publications/fruct28/files/Kon.pdfmachine learninggradient boosting machinedecision treerandom forest
spellingShingle Andrei Konstantinov
Lev Utkin
Vladimir Muliukha
Gradient Boosting Machine with Partially Randomized Decision Trees
Proceedings of the XXth Conference of Open Innovations Association FRUCT
machine learning
gradient boosting machine
decision tree
random forest
title Gradient Boosting Machine with Partially Randomized Decision Trees
title_full Gradient Boosting Machine with Partially Randomized Decision Trees
title_fullStr Gradient Boosting Machine with Partially Randomized Decision Trees
title_full_unstemmed Gradient Boosting Machine with Partially Randomized Decision Trees
title_short Gradient Boosting Machine with Partially Randomized Decision Trees
title_sort gradient boosting machine with partially randomized decision trees
topic machine learning
gradient boosting machine
decision tree
random forest
url https://www.fruct.org/publications/fruct28/files/Kon.pdf
work_keys_str_mv AT andreikonstantinov gradientboostingmachinewithpartiallyrandomizeddecisiontrees
AT levutkin gradientboostingmachinewithpartiallyrandomizeddecisiontrees
AT vladimirmuliukha gradientboostingmachinewithpartiallyrandomizeddecisiontrees