3つの要点 ✔️ 予測の不確かさを扱える勾配ブースティングの新手法「NGBoost」の提案 ✔️多変数の予測をするときに問題となる勾配の歪みを自然勾配で補正する ✔️任意の弱学習器・確率分布・スコア関数で使える NGBoost: Natural Gradient Boosting for Probabilistic Prediction written by Tony Duan, Anand Avati, Daisy Yi Ding, Khanh K. Thai, Sanjay Basu, Andrew Y. Ng, Alejandro Schuler (Submitted on 8 Oct 2019 (v1), last revised 9 Jun 2020 (this version, v4)) Comments: Published by ICML 2020. Project Pag
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