While XGBoost and LightGBM reigned the ensembles in Kaggle competitions, another contender took its birth in Yandex, the Google from Russia. It decided to take the path less tread, and took a different approach to Gradient Boosting. They sought to fix a key problem, as they see it, in all the other GBMs in the … Continue reading The Gradient Boosters V: CatBoost
The Gradient Boosters IV: LightGBM
XGBoost reigned king for a while, both in accuracy and performance, until a contender rose to the challenge. LightGBM came out from Microsoft Research as a more efficient GBM which was the need of the hour as datasets kept growing in size. LightGBM was faster than XGBoost and in some cases gave higher accuracy as … Continue reading The Gradient Boosters IV: LightGBM
The Gradient Boosters III: XGBoost
Now let's get the elephant out of the way - XGBoost. This is the most popular cousin in the Gradient Boosting Family. XGBoost with its blazing fast implementation stormed into the scene and almost unanimously turned the tables in its favor. Soon enough, Gradient Boosting, via XGBoost, was the reigning king in Kaggle Competitions and … Continue reading The Gradient Boosters III: XGBoost
The Gradient Boosters II: Regularized Greedy Forest
In 2011, Rie Johnson and Tong Zhang, proposed a modification to the Gradient Boosting model. they called it Regularized Greedy Forest. When they came up with the modification, GBDTs were already, sort of, ruling the tabular world. They tested the new modification of a wide variety of datasets, both synthetic and real world, and found … Continue reading The Gradient Boosters II: Regularized Greedy Forest
The Gradient Boosters I: The Good Old Gradient Boosting
In 2001, Jerome H. Friedman wrote up a seminal paper - Greedy function approximation: A gradient boosting machine. Little did he know that was going to evolve into a class of methods which threatens Wolpert's No Free Lunch theorem in the tabular world. Gradient Boosting and its cousins(XGBoost and LightGBM) have conquered the world by … Continue reading The Gradient Boosters I: The Good Old Gradient Boosting
Deep & Shallow 