Wavelet-based gradient boosting
نویسندگان
چکیده
A new data science tool named wavelet-based gradient boosting is proposed and tested. The approach is special case of componentwise linear least squares gradient boosting, and involves wavelet functions of the original predictors.Wavelet-based gradient boosting takes advantages of the approximate 1 penalization induced by gradient boosting to give appropriate penalized additive fits. The method is readily implemented in R and produces parsimonious and interpretable regression fits and classifiers.
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ورودعنوان ژورنال:
- Statistics and Computing
دوره 26 شماره
صفحات -
تاریخ انتشار 2016