vault backup: 2025-01-17 23:55:19

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Marco Realacci 2025-01-17 23:55:19 +01:00
parent 19ca747f6d
commit 779b4c8fc4

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@ -34,11 +34,11 @@ L(Θ)=∑i=1nl(yi,y^i)+∑k=1TΩ(hk)L(\Theta) = \sum_{i=1}^n l(y_i, \hat{y}_i) +
- Multiclass Log Loss for multiclass classification.
2. **Second Term: Regularization Term (Ω(hk)\Omega(h_k))**
- Adds penalties for model complexity to avoid overfitting: Ω(hk)=γT+12λ∑jwj2\Omega(h_k) = \gamma T + \frac{1}{2} \lambda \sum_j w_j^2
- TT: Number of leaves in the tree.
- wjw_j: Weights of the leaves.
- γ\gamma: Penalizes additional leaves.
- λ\lambda: Penalizes large leaf weights (L2 regularization).
- Adds penalties for model complexity to avoid overfitting: $\Omega(h_k) = \gamma T + \frac{1}{2} \lambda \sum_j w_j^2$
- T: Number of leaves in the tree.
- w: Weights of the leaves.
- γ Penalizes additional leaves.
- λ: Penalizes large leaf weights (L2 regularization).
---
@ -96,7 +96,7 @@ XGBoost constructs decision trees by finding splits that minimize the loss funct
For a given split, the gain is computed as:
Gain=12[GL2HL+λ+GR2HR+λ−(GL+GR)2HL+HR+λ]γ\text{Gain} = \frac{1}{2} \left[ \frac{G_L^2}{H_L + \lambda} + \frac{G_R^2}{H_R + \lambda} - \frac{(G_L + G_R)^2}{H_L + H_R + \lambda} \right] - \gamma
$$\text{Gain} = \frac{1}{2} \left[ \frac{G_L^2}{H_L + \lambda} + \frac{G_R^2}{H_R + \lambda} - \frac{(G_L + G_R)^2}{H_L + H_R + \lambda} \right] - \gamma$$
Where: