机器学习优秀文献--整理中

LightGBM 中文文档

LightGBM原理详解

1. 基于Histogram的决策树算法

关键点:直方图算法, bin分箱,最大增益(遍历寻找最优的分割点


直方图算法的基本思想是先把连续的浮点特征值离散化成k个整数,同时构造一个宽度为k的直方图

在遍历数据的时候,根据离散化后的值作为索引在直方图中累积统计量,当遍历一次数据后,直方图累积了数据的统计量,然后根据直方图的离散值,遍历寻找最优的分割点

Histogram算法并不是完美的。由于特征被离散化后,找到的分割点并不是很精确的分割点,所以会对结果产生影响。但在不同的数据集上的结果表明,离散化的分割点对最终的精度影响并不是很大,甚至有时候会更好一点。原因是决策树本来就是弱模型,分割点是不是精确并不是很重要;较粗的分割点也有正则化的效果,可以有效地防止过拟合;即使单颗树的训练误差比精确分割算法稍大,但在梯度提升(Gradient Boosting)的框架下没有太大的影响。
 

Lightgbm如何处理类别特征?

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