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Version du 15 décembre 2020 à 18:11
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Gradient Bagging
Gradient bagging, also called Bootstrap Aggregation, is a metaheuristic algorithm that reduces variance and overfitting in a deep learning program. While usually applied to decision trees, bagging can be used in any model. In this approach, several random subsets of data are created from the training sample. Each collection of subset data is then deployed to train a different decision tree. The end result is an ensemble of different models, with the average of all decision tree predictions used instead of just one. Bagging is also used for the node splitting step when creating Random Forests.
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