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by amuellerml on 2018-10-30 (UTC).

TIL XGBoost and LightGBM use newton steps instead of gradient steps, and I can't find an actual discussion of that. Also the source Chen and Guestrin cite seems not to do gradient boosting at all. I'm a bit confused.

— Andreas Mueller (@amuellerml) October 30, 2018
misc
by tqchenml on 2018-10-30 (UTC).

We didn't t claim it is novel because the change sounds incremental, but it is indeed a more elegant view of tree boosting in optimizing a single objective function. We also wrote a tutorial on this derivation inhttps://t.co/0x7acTD48F

— Tianqi Chen (@tqchenml) October 30, 2018
misc

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