Changeset 13646

Timestamp:

03/02/16 19:08:44 (8 years ago)

Author:

gkronber

Message:

#1795: added a data analysis algorithm for gradient boosting for regression which uses another regression algorithm as a base learner. Currently, only squared error loss is supported.

Location:

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4

Files:

• GBM (added)
• GBM/GradientBoostingRegressionAlgorithm.cs (added)
• GradientBoostedTrees/GradientBoostedTreesAlgorithm.cs (modified) (1 diff)
• HeuristicLab.Algorithms.DataAnalysis-3.4.csproj (modified) (1 diff)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesAlgorithm.cs

@@ -35 +35 @@
 
 namespace HeuristicLab.Algorithms.DataAnalysis {
-  [Item("Gradient Boosted Trees (GBT)", "Gradient boosted trees algorithm. Friedman, J. \"Greedy Function Approximation: A Gradient Boosting Machine\", IMS 1999 Reitz Lecture.")]
+  [Item("Gradient Boosted Trees (GBT)", "Gradient boosted trees algorithm. Specific implementation of gradient boosting for regression trees. Friedman, J. \"Greedy Function Approximation: A Gradient Boosting Machine\", IMS 1999 Reitz Lecture.")]
   [StorableClass]
   [Creatable(CreatableAttribute.Categories.DataAnalysisRegression, Priority = 125)]

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/HeuristicLab.Algorithms.DataAnalysis-3.4.csproj

@@ -203 +203 @@
     <Compile Include="GaussianProcess\GaussianProcessRegressionSolution.cs" />
     <Compile Include="GaussianProcess\ICovarianceFunction.cs" />
+    <Compile Include="GBM\GradientBoostingRegressionAlgorithm.cs" />
     <Compile Include="GradientBoostedTrees\IGradientBoostedTreesModel.cs" />
     <Compile Include="GradientBoostedTrees\GradientBoostedTreesModelSurrogate.cs" />