3 repository-uri
Techniques to prevent overfitting in machine learning models, including weight penalties and data subsampling.
Distinct from L2 Regularization: Covers a combination of L1/L2 regularization, bagging, and column sampling specifically for tree ensembles, which is broader than just L1 or L2 weights.
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LightGBM is a gradient boosting framework used to train decision tree ensembles for classification, regression, and ranking tasks. It functions as a distributed machine learning library and a decision tree ensemble implementation that utilizes leaf-wise growth and histogram-based feature binning. The framework is distinguished by its ability to offload heavy computations to CUDA or OpenCL devices for GPU acceleration and its capacity to parallelize training across multiple nodes using sockets, MPI, or Dask. It includes a specialized categorical feature processor that optimizes partitions for
Implements L1/L2 regularization, bagging, and column sub-sampling to prevent overfitting during the training process.
CatBoost is a gradient boosting machine learning library used to train decision tree ensembles for regression, classification, and ranking tasks. It functions as a high-performance framework that provides a categorical data processor for transforming non-numeric features, a distributed trainer for large-scale datasets, and GPU acceleration to speed up model construction. The library distinguishes itself through native handling of categorical data and text features, removing the need for manual encoding. It includes a specialized model interpretability tool that leverages SHAP values and featu
Adjusts boosting types and bootstrap sampling methods to reduce computational expense and increase training speed.
Neural Prophet is a PyTorch-based time series forecasting library designed for interpretable machine learning. It serves as a decomposition framework that breaks signals into constituent parts such as autoregressive effects, piecewise linear trends, and Fourier-based seasonality to predict future values. The project distinguishes itself by combining neural networks with traditional algorithms to produce forecasts that explain underlying trend drivers. It features a global time series modeling approach, allowing a single model to be trained across multiple simultaneous series to share learned
Employs penalty coefficients and sparsity constraints on seasonality and autoregressive components to prevent overfitting.