A small exercise where I tried gradient boosting on some noisy 5D data.
Gradient Boosted Regression Trees (GBRT) or shorter Gradient Boosting is a flexible non-parametric statistical learning technique for classification and regression. Scikit-learn is a library that provides a variety of both supervised and unsupervised machine learning techniques as well as utilities for common tasks such as model selection, feature extraction, and feature selection. Scikit-learn provides two estimators for gradient boosting: GradientBoostingClassifier and GradientBoostingRegressor. Both are located in the sklearn.ensemble package.
Open GradientBoosting.ipynb to see the full code and the description.
