SGLB: Stochastic Gradient Langevin Boosting

20 Jan 2020Aleksei UstimenkoLiudmila Prokhorenkova

In this paper, we introduce Stochastic Gradient Langevin Boosting (SGLB) - a powerful and efficient machine learning framework, which may deal with a wide range of loss functions and has provable generalization guarantees. The method is based on a special form of Langevin Diffusion equation specifically designed for gradient boosting... (read more)

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