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Gradient boosting

Implementation of gradient boosting algorithm using Python. The dependency on third party packages it put to a minimum.

The original paper for gradient boosting by Jerome H. Friedman https://jerryfriedman.su.domains/ftp/trebst.pdf.

Regression

If the response variable is continuous, the gradient boosting algorithm is sometimes called regression boosting. The implementation of the algorithm is in the regression directory.

A single regression tree implementation is in the regression/tree.py file.

The implementation of the gradient boosting algorithm for regression is in the regression/boosting.py file.

Data

The data to showcase the regression boosting algorithm is in the regression/data/auto-mpg.csv file. The target variable is the mpg - miles per galon - column.

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An original implementation of gradient boosting from scratch

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