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xgboostandlr's Introduction

Xgboost+LR for text classification

use xgboost + lr model for text classification.
xgboost is used to be a feature transform for LR


模型简介

xgboost

xgboost是一个非常高效、应用广泛的GBDT机器学习库,详细信息可参考xgbbost
xgboost提供了高效简洁的python接口,可用于分类、回归任务。在本实验中使用了xgboost的分类接口。

LR

LR是一个在工业界使用广泛的线性模型,可用于分类、回归任务。
本实验中使用sklearn机器学习库中的LR模型。sklearn机器学习库可参考sklearn

xgboost+lr

使用xgboost+lr模型融合方法进行分类、回归的**最初由facebook在广告预测中提出,论文Practical Lessons from Predicting Clicks on Ads at Facebook
在该方法中将xgboost作为feature transform,对于每一个样本使用xgboost进行预测,根据xgboost的预测结果每棵回归树的信息构造新的特征向量作为LR模型的输入
实验结果表明xgboost+lr能取得比单独使用两个模型都好的效果

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