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| ベイズランダムフォレスト× | ブースティング× | 勾配ブースティング× | |
|---|---|---|---|
| 分野 | 機械学習 | 機械学習 | 機械学習 |
| 系統 | Machine learning | Machine learning | Machine learning |
| 提唱年≠ | 2015 | 1990–1997 | 2001 |
| 提唱者≠ | Taddy, M. et al. | Schapire, R. E.; Freund, Y. | Friedman, J. H. |
| 種類≠ | Bayesian ensemble of decision trees | Sequential ensemble (iterative reweighting) | Ensemble (sequential boosting of decision trees) |
| 原典≠ | Taddy, M., Chen, C., Yu, J., & Wyle, M. (2015). Bayesian and Empirical Bayesian Forests. Proceedings of the 32nd International Conference on Machine Learning (ICML 2015), PMLR 37, 967–976. link ↗ | Freund, Y. & Schapire, R. E. (1997). A decision-theoretic generalization of on-line learning and an application to boosting. Journal of Computer and System Sciences, 55(1), 119–139. DOI ↗ | Friedman, J. H. (2001). Greedy Function Approximation: A Gradient Boosting Machine. Annals of Statistics, 29(5), 1189–1232. DOI ↗ |
| 別名 | Bayesian Forest, BRF, Empirical Bayesian Forest, posterior random forest | AdaBoost, gradient boosting, iterative reweighting ensemble, sequential ensemble | Gradient Boosting (GBM), GBM, gradient boosted trees, gradient boosting machine |
| 関連≠ | 5 | 6 | 5 |
| 概要≠ | Bayesian Random Forest extends the classical random forest by placing a prior distribution over tree structures and leaf parameters, then sampling or approximating the posterior over that ensemble. The result is a set of predictions accompanied by calibrated uncertainty estimates — a capability standard random forests lack — making it valuable when knowing how confident the model is matters as much as the prediction itself. | Boosting is a sequential ensemble technique that converts many simple, barely-better-than-chance learners into a single highly accurate model by repeatedly focusing training on the examples that previous learners got wrong, then combining all learners with weights proportional to their individual accuracy. | Gradient Boosting is an ensemble learning method, formalised by Jerome H. Friedman in 2001, that combines a sequence of weak learners — typically shallow decision trees — so that each new tree is fitted to minimise the residual errors of the trees before it. It is the core algorithm behind popular implementations such as XGBoost, LightGBM and CatBoost. |
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