Infinitesimal gradient boosting

DOI10.1016/j.spa.2024.104310arXiv2104.13208WikidataQ129416662 ScholiaQ129416662MaRDI QIDQ6123287

Jean-Jil Duchamps, Clément Dombry

Publication date: 4 March 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.13208

zbMATH Keywords

gradient boostingconvergence of Markov processessoftmax regression treevanishing-learning-rate asymptotic

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Functional limit theorems; invariance principles (60F17)

Cites Work

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