Consider the following algorithm for boosting a regression tree : (in attachment) a. Set and for all in the training set. b. For b = 1, 2, …, B , repeat: i. Fit a tree with d splits ( d + 1 terminal...


Consider the following algorithm for
boosting a regression tree:

(in attachment)

a. Set and for all in the training set.


b. For
b = 1, 2, …, B, repeat:



i. Fit a tree with
d
splits (d
+ 1 terminal nodes) to the training data (X, r)



ii. Update by adding a shrunken version of the new tree:



May 19, 2022
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