Gradient Boosting algorithm

Dec 2018
42
2
Amsterdam
Bellow I have some math formulas of the gradient boosting algorithm, I want to know what is mean with this?

Step 1
$\hat{f}(x) \leftarrow \hat{f}(x)+\lambda \hat{f}^b(x).$


Step 2
$r_i \leftarrow r_i - \lambda \hat{f}^b(x_i).$

Final step
$\hat{f}(x) = \sum_{b=1}^B \lambda \hat{f}^b(x).$

How does this formula explain the gradient boosting algorithm or could somebody shortly explain how the gradient boosting algorithm works in terms of math.
 

mathman

Forum Staff
May 2007
6,932
774
You should define your symbols.