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gbdt-lr's Introduction

gbdt+lr

参考Facebook论文:Practical Lessons from Predicting Clicks on Ads at Facebook

原理:GBDT是一种常用的非线性模型,基于集成学习中boosting的**,由于GBDT本身可以发现多种有区分性的特征以及特征组合,决策树的路径可以直接作为LR输入特征使用,省去了人工寻找特征、特征组合的步骤。所以可以将GBDT的叶子结点输出,作为LR的输入,如图所示:

数据集

数据集采用criteo-Display Advertising Challenge比赛的部分数据集,比赛地址: https://www.kaggle.com/c/criteo-display-ad-challenge/data 全部的数据集下载:http://labs.criteo.com/2014/02/kaggle-display-advertising-challenge-dataset/

lr:

train-logloss: 0.117204349458
val-logloss: 0.594054488135

gbdt:

train-logloss: 0.319873
val-logloss: 0.521285

gbdt+lr:

tr-logloss: 0.261914566568
val-logloss: 0.502417918338

综上:gbdt+lr的val-logloss最小。但是gbdt+lr并不是适用于所有的业务数据,当存在高度稀疏特征的时候,线性模型一般会优于非线性模型。

FFM:

gbdt+FFM:

gbdt+FFM的效果要优于FFM

FFM见https://github.com/wangru8080/FFMFormat
其中FFM使用的是libffm库来训练,代码仅给出了构造数据输入的方法(FFMFormat),构造好输入格式后,直接使用libFFM训练即可

为了快速验证实验,实验中所使用的数据集非常小,所以gbdt+FFM的效果在这个数据集下未必会好于gbdt+lr,至于gbdt+FFM与gbdt+lr的效果哪个更好,在以后的学习过程中还需要进行多次试验

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gbdt-lr's Issues

帮忙解释下原理

你的代码gdbt有10棵树 一个样本落在第一个课树的第3个节点 那么这个位置就是1 其他就是0 问一下这个叶子节点有什么意义吗 为什么这个能当做lr的特征输入呢

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