Sklearn Gradient Boosting Regression¶
Gradient Boosting Regression, builds an additive model in a forward stage-wise fashion; it allows for the optimization of arbitrary differentiable loss functions. In each stage a regression tree is fit on the negative gradient of the given loss function.
Type¶
ml-estimator
Class¶
fire.nodes.sklearn.NodeSklearnGradientBoostingRegressor
Fields¶
Name |
Title |
Description |
|---|---|---|
targetCol |
Target Column |
The label column for model fitting |
featureCols |
Feature Columns |
Feature columns of type - all numeric, boolean and vector |
splitRatio |
Split Ratio |
Split Ratio |
loss |
Loss |
The loss function to be optimized. ‘ls’ refers to least squares regression. |
learning_rate |
Learning Rate |
Learning rate shrinks the contribution of each tree by learning_rate. |
n_estimators |
Number of Estimators |
The number of boosting stages to be run. |
subsample |
Subsample |
The fraction of samples to be used for fitting the individual base learners. |
criterion |
Criterion |
The function to measure the quality of a split. |
min_samples_split |
Min Samples Split |
The minimum number of samples required to split an internal node. |
min_samples_leaf |
Min Samples Leaf |
The minimum number of samples required to be at a leaf node. |
min_weight_fraction_leaf |
Min Weight Fraction Leaf |
The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. |
max_depth |
Max Depth |
Maximum depth of the individual regression estimators. |
min_impurity_decrease |
Min Impurity Decrease |
A node will be split if this split induces a decrease of the impurity greater than or equal to this value. |
random_state |
Random State |
Controls the randomness of the bootstrapping of the samples used when building trees. |
alpha |
Alpha |
The alpha-quantile of the huber loss function and the quantile loss function. |
verbose |
Verbose |
Enable verbose output. If 1 then it prints progress and performance once in a while. |
max_leaf_nodes |
Max Leaf Nodes |
Grow trees with max_leaf_nodes in best-first fashion. If not set, then unlimited number of leaf nodes. |
warm_start |
Warm Start |
When set to True, reuse the solution of the previous call to fit as initialization, otherwise, just erase the previous solution. |
presort |
Presort |
Whether to presort the data to speed up the finding of best splits in fitting. |
validation_fraction |
Validation Fraction |
The proportion of training data to set aside as validation set for early stopping. |
n_iter_no_change |
N Iter No Change |
Used to decide if early stopping will be used to terminate training when validation score is not improving. |
tol |
Tolerance |
Tolerance for the early stopping. When the loss or score is not improving by at least tol for n_iter_no_change iterations, training stops. |
Details¶
More details are available at : https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.GradientBoostingRegressor.html