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GBDT-coding-for-understanding-

GBDT demo for sample train

Here is the reference blog: http://nbviewer.jupyter.org/github/liudragonfly/GBDT/blob/master/GBDT.ipynb

innitialize F for each epoch: 1. cur_epoch_samples= 0.8* total_samples 2. compute residual of every sample (equation 14) 3. build tree based on MSE, and then compute the weight of each node (equation 15-2) 4. update F value with weights of sample-nodes and other samples

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GBDT demo for sample train

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