Randomized gradient boosting machine
Haihao Lu, Rahul Mazumder · SIAM Journal on Control and Optimization · 2018
The Gradient Boosting Machine (GBM) introduced by Friedman [J. H. Friedman, Ann. Statist., 29 (2001), pp. 1189--1232] is a powerful supervised learning algorithm that is very widely used in practic...