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gelotran opened this issue Apr 17, 2020 · 4 comments
Open

Probably typo in Chapter 7 Xgboost #1

gelotran opened this issue Apr 17, 2020 · 4 comments

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@gelotran
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Hi,

Can you check the formula in the part 7.4.3 Xgboost? I think there may be a typo there.

image

Then the formula 7.5 has to be adjusted accordingly.

Best,
Vu Tran
@shokru
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shokru commented Apr 17, 2020

Thanks for the feedback!
I've checked again, and it seems ok to me, given the 2 factor in front of the sum...

@gelotran
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Hi,

Thank for feedback. I take a comparison with XGBoost website.

image

It seems that inside each tree leaf, we sum all the Hessian values but not a summation of \lamda.

Btw, your book is great for an R user working with Portfolio ML. I enjoy reading it a lot.

@shokru
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shokru 7F78 commented Apr 17, 2020

True, but I prefer to take the simpler case when the loss is quadratic (easier to follow I find).
And for a quadratic loss, the Hessian is constant.
That's why I get differences w.r.t to the original derivation with "2" factors at some places.
Thanks for the feedback again: don't hesitate because we really want to continuously improve the book.

@gelotran
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You're welcome. Thank for clarification

It's actually a good book. I hope that you can continue to work on it and looking to see further work from you.

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