ACCURACY ANALYSIS OF THE GRADIENT BOOSTING METHOD WITH RANDOM ROTATIONS

Gradient boosting method with random rotations is considered, where before training each base learner random rotation is applied to the feature space. The accuracy metric of the given method is estimated for a broad range of generated problems of binary classification. Obtained results are evaluated...

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Bibliographic Details
Main Author: Victor V. Kitov
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2016-08-01
Series:Статистика и экономика
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Online Access:https://statecon.rea.ru/jour/article/view/1020
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Summary:Gradient boosting method with random rotations is considered, where before training each base learner random rotation is applied to the feature space. The accuracy metric of the given method is estimated for a broad range of generated problems of binary classification. Obtained results are evaluated and recommendations given for application of this method.
ISSN:2500-3925