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StochasticGBMachine.h File Reference

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class  CStochasticGBMachine
 This class implements the stochastic gradient boosting algorithm for ensemble learning invented by Jerome H. Friedman. This class works with a variety of loss functions like squared loss, exponential loss, Huber loss etc which can be accessed through Shogun's CLossFunction interface (cf. Additionally, it can create an ensemble of any regressor class derived from the CMachine class (cf. For one dimensional optimization, this class uses the backtracking linesearch accessed via Shogun's L-BFGS class. A concise description of the algorithm implemented can be found in the following link : More...

SHOGUN Machine Learning Toolbox - Documentation