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Robust XGBoost

Robust XGBoost kombinerer XGBoosts skalerbare gradient-boosting-rammeværk med robuste tabsfunkioner – primært Huber-tabet eller dets varianter – for at producere et gradient-boostet træensemble, der modstår forvrængende indflydelse fra outliers. Ved at erstatte squared-error-objektivet med et tab, der nedvægter store residualer, leverer modellen pålidelige forudsigelser på kontinuerlige mål, selv når træningsdata indeholder ekstreme værdier eller label-støj.

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Kilder

  1. Chen, T. & Guestrin, C. (2016). XGBoost: A Scalable Tree Boosting System. Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, 785–794. DOI: 10.1145/2939672.2939785
  2. Huber, P. J. (1964). Robust Estimation of a Location Parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI: 10.1214/aoms/1177703732

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ScholarGate. (2026, June 3). Robust XGBoost (Extreme Gradient Boosting with Robust Loss Functions). ScholarGate. https://scholargate.app/da/machine-learning/robust-xgboost

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ScholarGateRobust XGBoost (Robust XGBoost (Extreme Gradient Boosting with Robust Loss Functions)). Hentet 2026-06-15 fra https://scholargate.app/da/machine-learning/robust-xgboost · Datasæt: https://doi.org/10.5281/zenodo.20539026