vikashranjan / gradient-boosting

Simple gradient boosting tree implementation in julia

gradient-boosting

Simple gradient boosting tree implementation in julia.Zygote is used for gradient calculation.

References

[1] T. Chen and C. Guestrin. XGBoost: A Scalable Tree Boosting System. 2016.
[2] G. Ke et al. LightGBM: A Highly Efficient Gradient Boosting Decision Tree. 2017.

TODO

[1] Support Classification.
[2] Gradient Sampling.