1 - Oregon State University

Functional Gradient DescentBoosted Regression Trees Friedman (2000), Mason et al. (NIPS 1999), Breiman (1996) Fit a logistic regression model as a weighted sum of regressiontrees:P Y = 1logP Y = 0= tree0 (X) + η 1 tree 1 (X) + ⋯ + η L tree L (X)When “flattened” this gives a log linear model with complexinteraction terms16TAAI 201111/11/2011