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그래디언트 부스팅×LightGBM×
분야머신러닝머신러닝
계열Machine learningMachine learning
기원 연도20012017
창시자Friedman, J. H.Ke, G. et al. (Microsoft)
유형Ensemble (sequential boosting of decision trees)Gradient boosting decision tree ensemble
원전Friedman, J. H. (2001). Greedy Function Approximation: A Gradient Boosting Machine. Annals of Statistics, 29(5), 1189–1232. DOI ↗Ke, G., Meng, Q., Finley, T., Wang, T., Chen, W., Ma, W., Ye, Q. & Liu, T.-Y. (2017). LightGBM: A Highly Efficient Gradient Boosting Decision Tree. Advances in Neural Information Processing Systems (NeurIPS) 30, 3146–3154. link ↗
별칭Gradient Boosting (GBM), GBM, gradient boosted trees, gradient boosting machineLightGBM, Light Gradient Boosting Machine, lgbm, leaf-wise gradient boosting
관련55
요약Gradient 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.LightGBM is Microsoft's gradient boosting decision tree implementation, introduced by Ke and colleagues in 2017, that grows trees leaf-wise and bins features into histograms for speed. On large datasets it is much faster than XGBoost while retaining strong predictive accuracy.
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