[scikit-learn] GradientBoostingRegressor, question about initialisation with MeanEstimator

[Mathieu Blondel]

This comes from Algorithm 1, line 1, in "Greedy Function Approximation: a
Gradient Boosting Machine" by J. Friedman.

Intuitively, this has the same effect as fitting a bias (intercept) term in
a linear model. This allows the subsequent iterations (decision trees) to
work with centered targets.

Mathieu

On Wed, Aug 24, 2016 at 5:24 AM, Алексей Драль <aadral at gmail.com> wrote:

> Hi there,
>
> I recently found out that GradientBoostingRegressor uses MeanEstimator for
> the initial estimator in ensemble. Could you please point out (or
> explain) to the research showing superiority of this approach compared to
> the usage of DecisionTreeRegressor?
>
> --
> Yours sincerely,
> Alexey A. Dral
>
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