Gradient Boosting Machines, A Tutorial

• Main Authors: Alexey eNatekin, Alois eKnoll
• Format: Article
• Language: English
• Published: Frontiers Media S.A. 2013-12-01
• Series: Frontiers in Neurorobotics
• Subjects: Classification; machine learning; regression; gradient boosting; boosting; text classification
• Online Access: http://journal.frontiersin.org/Journal/10.3389/fnbot.2013.00021/full

Gradient boosting machines are a family of powerful machine-learning techniques that have shown considerable success in a wide range of practical applications. They are highly customizable to the particular needs of the application, like being learned with respect to different loss functions. This article gives a tutorial introduction into the methodology of gradient boosting methods. A theoretical information is complemented with many descriptive examples and illustrations which cover all the stages of the gradient boosting model design. Considerations on handling the model complexity are discussed. A set of practical examples of gradient boosting applications are presented and comprehensively analyzed.