12.07.2015 Views

1 - Oregon State University

1 - Oregon State University

1 - Oregon State University

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

Representing P(Y|X) using boostedregression trees Friedman: Gradient Tree Boosting (2000; Annals ofStatistics, 2011) Consider logistic regression: logP Y=1P Y=0= β 0 + β 1 X 1 + ⋯ + β J X JN D = X i , Y i i=1 Log likelihood:are the training examples LL β = Y i log P Y = 1 X i ; β + 1 − Y i log P Y = 0 X i ; βi14TAAI 201111/11/2011

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!