Xgboost: ๋ถ„์œ„์ˆ˜ ํšŒ๊ท€ ๋ฐ ์˜ˆ์ธก ๊ตฌ๊ฐ„ ์ง€์›

์— ๋งŒ๋“  2016๋…„ 08์›” 02์ผ  ยท  3์ฝ”๋ฉ˜ํŠธ  ยท  ์ถœ์ฒ˜: dmlc/xgboost

sklearn.ensemble.GradientBoostingRegressor๊ฐ€ ๋ถ„์œ„์ˆ˜ ํšŒ๊ท€์™€ ์˜ˆ์ธก ๊ตฌ๊ฐ„ ์ƒ์„ฑ์„ ์ง€์›ํ•œ๋‹ค๋Š” ๊ฒƒ์„ ์•Œ๊ณ  ์žˆ์Šต๋‹ˆ๋‹ค. XGBoost ํŒจํ‚ค์ง€๊ฐ€ ์œ ์‚ฌํ•œ ์ง€์›์„ ์ œ๊ณตํ•  ๊ณ„ํš์ด ์žˆ์Šต๋‹ˆ๊นŒ?

feature-request

๊ฐ€์žฅ ์œ ์šฉํ•œ ๋Œ“๊ธ€

xgboost๋ฅผ ์‚ฌ์šฉํ•œ ๋ถ„์œ„์ˆ˜ ํšŒ๊ท€์—๋Š” ์‚ฌ์šฉ์ž ์ •์˜ ๊ธฐ์šธ๊ธฐ ๋ฐ ํ—ค์„ธ ํ•จ์ˆ˜๊ฐ€ ํ•„์š”ํ•ฉ๋‹ˆ๋‹ค. ๋‹ค์Œ์€ Python์˜ ๊ตฌํ˜„์ž…๋‹ˆ๋‹ค. http://www.bigdatarepublic.nl/regression-prediction-intervals-with-xgboost/

๋ชจ๋“  3 ๋Œ“๊ธ€

๋ถ„์œ„์ˆ˜ ํšŒ๊ท€๋Š” ํ˜„์žฌ ์ง€์›๋˜์ง€ ์•Š์Šต๋‹ˆ๋‹ค.

์‚ฌ์šฉ์ž ์ธก์—์„œ ๋ชฉ์  ํ•จ์ˆ˜๋ฅผ ์ •์˜ํ•˜์—ฌ ๋‹ฌ์„ฑํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค. https://github.com/dmlc/xgboost/blob/master/R-package/demo/custom_objective.R

xgboost๋ฅผ ์‚ฌ์šฉํ•œ ๋ถ„์œ„์ˆ˜ ํšŒ๊ท€์—๋Š” ์‚ฌ์šฉ์ž ์ •์˜ ๊ธฐ์šธ๊ธฐ ๋ฐ ํ—ค์„ธ ํ•จ์ˆ˜๊ฐ€ ํ•„์š”ํ•ฉ๋‹ˆ๋‹ค. ๋‹ค์Œ์€ Python์˜ ๊ตฌํ˜„์ž…๋‹ˆ๋‹ค. http://www.bigdatarepublic.nl/regression-prediction-intervals-with-xgboost/

๊ตฌํ˜„ ์€ ๋ถ„์œ„์ˆ˜ ์ถ”์ •์น˜๋ฅผ ์–ป๊ธฐ ์œ„ํ•ด ๊ทธ๋ฆฌ๋“œ ๊ฒ€์ƒ‰ ์„ธ ๊ฐ€์ง€ ๋งค๊ฐœ๋ณ€์ˆ˜(๋งค์šฐ ๋น„์šฉ์ด ๋งŽ์ด ๋“ฆ)๋ฅผ ์ง€์ •ํ•˜๊ธฐ ๋•Œ๋ฌธ์— ๋Œ€๋ถ€๋ถ„์˜ ์‚ฌ์šฉ์ž์—๊ฒŒ ๊ทธ๋‹ค์ง€ ์œ ์šฉํ•˜์ง€ ์•Š์Šต๋‹ˆ๋‹ค. sklearn์—์„œ๋Š” ๋ถ„์œ„์ˆ˜ ๊ฐ’๋งŒ ์ •์˜ํ•˜๋ฉด ํ•ด๋‹น ๋ถ„์œ„์ˆ˜์— ๋Œ€ํ•œ ๋งค์šฐ ๊ฐ•๋ ฅํ•˜๊ณ  ์‹ ๋ขฐํ•  ์ˆ˜ ์žˆ๋Š” ์ถ”์ •์น˜๊ฐ€ ์ œ๊ณต๋ฉ๋‹ˆ๋‹ค.

์ด ํŽ˜์ด์ง€๊ฐ€ ๋„์›€์ด ๋˜์—ˆ๋‚˜์š”?
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