The only reference I know is the Regularized Greedy Forest paper by Johnson
and Zhang [1]
I havent read the primary source (by Zhang as well).
[1] http://arxiv.org/abs/1109.0887
2014-09-16 15:15 GMT+02:00 Mathieu Blondel <math...@mblondel.org>:
> Could you give a reference for gradient boosting with fully corrective
> updates?
>
> Since the philosophy of gradient boosting is to fit each tree against the
> residuals (or negative gradient) so far, I am wondering how such fully
> corrective update would work...
>
> Mathieu
>
> On Tue, Sep 16, 2014 at 9:16 AM, c TAKES <ctakesli...@gmail.com> wrote:
>
>> Is anyone working on making Gradient Boosting Regressor work with sparse
>> matrices?
>>
>> Or is anyone working on adding an option for fully corrective gradient
>> boosting, I.E. all trees in the ensemble are re-weighted at each iteration?
>>
>> These are things I would like to see and may be able to help with if no
>> one is currently working on them.
>>
>>
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>
>
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