Title
An Extension Of Gradient Boosted Decision Tree Incorporating Statistical Tests
Abstract
Gradient boosted decision tree (GBDT) is one of the most popular machine learning methods for many machine learning and data mining tasks. In this paper, we address the overfitting problem of the existing GBDT algorithms, and introduce the idea of statistical significance into tree construction algorithm to reduce it. We propose a new algorithm, W-GBDT, incorporating Welch's t-test as a tree splitting criteria based on the existing XGBoost algorithm. Our experiment results, using real-world datasets, show that our proposed method significantly outperforms the original XGBoost in both the generalization ability and robustness against the number of iterations.
Year
DOI
Venue
2018
10.1109/ICDMW.2018.00139
2018 18TH IEEE INTERNATIONAL CONFERENCE ON DATA MINING WORKSHOPS (ICDMW)
Keywords
Field
DocType
gradient boosted decision tree, boosting, decision tree, Welch's t-test
Training set,Data mining,Task analysis,Computer science,Regression tree analysis,Robustness (computer science),Artificial intelligence,Overfitting,Statistical hypothesis testing,Machine learning,Gradient boosting
Conference
ISSN
Citations 
PageRank 
2375-9232
0
0.34
References 
Authors
0
3
Name
Order
Citations
PageRank
Ryuji Sakata100.34
Iku Ohama283.33
Tadahiro Taniguchi320133.56