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Accelerated Componentwise Gradient Boosting using Efficient Data Representation and Momentum-based Optimization

Published in arXiv (Cornell University) • Oct 7, 2021
NobleIDNI8P53W16R43S89
Authors:
Daniel Schalk
,
Bernd Bischl
,
David Rügamer

Abstract

Componentwise boosting (CWB), also known as model-based boosting, is a variant of gradient boosting that builds on additive models as base learners to ensure interpretability. CWB is thus often used in research areas where models are employed as tools to explain relationships in data. One downside o...

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