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Adaptive step-length selection in gradient boosting for Gaussian location and scale models.

Boyao ZhangTobias HeppSonja GrevenElisabeth Bergherr
Published in: Comput. Stat. (2022)
Keyphrases
  • gradient boosting
  • probabilistic model
  • loss function
  • maximum likelihood
  • hidden variables
  • training data
  • reinforcement learning