/Accelerated-Gradient-Boosting

Accelerated Gradient Boosting

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Accelerated-Gradient-Boosting

Gradient Boosting model are suppose to provide stellar performance for supervised learning.Recently it has been proven that we can have faster convergence with Nestrov's momentum sequence for optimization.This is the paper.

Author has shown the results in R. This is the python implementation of the same.

Following is the algorithm:-

Algorithm

We have included two datasets(https://archive.ics.uci.edu/ml/datasets.html)

  • Crime data
  • CBM data

Results

Crime Data Non Acceleration Performance

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Crime Data Acceleration Performance

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CBM Data Non Acceleration Performance

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CBM Data Acceleration Performance

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