On Thu, Sep 27, 2012 at 2:57 PM, Joseph Turian <[email protected]>wrote:
> Isn't gradient boosting a form of coordinate descent?
>
It's coordinate descent with greedy selection of the coordinates and early
stopping when n_estimators is reached.
>
> (Also, I believe that GB in sklearn is unregularized in its current
> implementation?)
>
>
It doesn't have a regularization term but the learning rate parameter can
be used to avoid taking overly big steps:
http://scikit-learn.org/stable/auto_examples/ensemble/plot_gradient_boosting_regularization.html#example-ensemble-plot-gradient-boosting-regularization-py
Mathieu
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