In this appendix we illustrate the process of instatiating the Gradient Boosting algorithm of Table 4.8 to a particular differentiable loss function.

We need to solve:

This is done in two steps:

- Step 1: given *c*, solve for *T _{m}* =

- Step 2: given *T _{m}*, solve for

Solving Equation (B.2) for robust loss functions *L*(*y*,) such as the absolute loss, Huber loss, binomial deviance, etc., ...

Start Free Trial

No credit card required