Search results for “бустинг”

Bias–variance analysis: the decomposition of the error into noise, bias and variance, the bias and variance of simple voting, why complex ensembles do not overfit; gradient boosting for an arbitrary loss function as a parametric approximation of a gradient step; stochastic gradient boosting; special cases: regression, AdaBoost, AnyBoost, variants of loss functions; XGBoost: the tree as a linear model, L0 and L2 regularisation, analytical leaf values and the splitting criterion; CatBoost: leakage in the gradients, ordered boosting on subsamples of doubling length, unbiased target statistics for categorical features.

Ensembles of models: base algorithms, the space of estimates, the decision rule and correcting functions; the problem of diversity of base algorithms; bagging, the random subspace method and a common pseudocode of stochastic ensembling; the unbiased out-of-bag estimate and estimating feature importance; converting simple voting into weighted voting; the random forest; boosting for binary classification with abstentions, the exponential approximation of the threshold loss function, the main theorem of AdaBoost with proof, convergence, classical AdaBoost and heuristics; why boosting does not overfit: experiments, bounding the probability of error through margins, the distribution of margins, comparison with bagging; the ComBoost algorithm.

The optimal separating hyperplane and the width of the separating strip; the hinge loss and L2 regularization; the Karush–Kuhn–Tucker conditions, the dual problem and the types of objects; kernels, rectifying spaces and the constructive building of kernels; SVM as a two-layer neural network; choosing the constant C; SVM regression; L1 regularization, Elastic Net SVM, SFM and RVM.