Gradient Boost (Classification)

#machine-learning #interview

Steps:

  1. Get initial guess, but unlike Gradient Boost (Regression), this time we will take log(odds)
  2. Get the residual by assuming one class as 1.0 and other class 0.0
  3. Fit a tree
  4. current_guees=initial_guess∗current_prediction
  5. Convert current guess to log_odds
  6. go to step 2
  7. Stop when predetermined number of estimator is reached

Related Notes