From 4c3a38d872e9ea7128951e4ba3004ec389a55104 Mon Sep 17 00:00:00 2001
From: shataowei <taowei.sha@ymm56.com>
Date: Wed, 20 Nov 2019 19:50:22 +0800
Subject: [PATCH] =?UTF-8?q?xgboost=E9=83=A8=E5=88=86=E8=A1=A5=E5=85=85?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 .idea/workspace.xml                           | 39 +++++++++----------
 .../Xgboost.md"                               | 17 ++++++--
 2 files changed, 32 insertions(+), 24 deletions(-)

diff --git a/.idea/workspace.xml b/.idea/workspace.xml
index fefe9f3..7d2a342 100644
--- a/.idea/workspace.xml
+++ b/.idea/workspace.xml
@@ -2,7 +2,6 @@
 <project version="4">
   <component name="ChangeListManager">
     <list default="true" id="be5bf74e-ad1c-4197-8a1f-ac93566d8aa7" name="Default" comment="init">
-      <change type="MODIFICATION" beforePath="$PROJECT_DIR$/README.md" afterPath="$PROJECT_DIR$/README.md" />
       <change type="MODIFICATION" beforePath="$PROJECT_DIR$/机器学习/集成学习/Xgboost.md" afterPath="$PROJECT_DIR$/机器学习/集成学习/Xgboost.md" />
     </list>
     <ignored path="Reflection_Summary.iws" />
@@ -24,7 +23,7 @@
   </component>
   <component name="FileEditorManager">
     <leaf SIDE_TABS_SIZE_LIMIT_KEY="300">
-      <file leaf-file-name="README.md" pinned="false" current-in-tab="true">
+      <file leaf-file-name="README.md" pinned="false" current-in-tab="false">
         <entry file="file://$PROJECT_DIR$/README.md">
           <provider editor-type-id="split-provider[text-editor;markdown-preview-editor]">
             <state split_layout="SPLIT">
@@ -48,12 +47,12 @@
           </provider>
         </entry>
       </file>
-      <file leaf-file-name="Xgboost.md" pinned="false" current-in-tab="false">
+      <file leaf-file-name="Xgboost.md" pinned="false" current-in-tab="true">
         <entry file="file://$PROJECT_DIR$/机器学习/集成学习/Xgboost.md">
           <provider selected="true" editor-type-id="split-provider[text-editor;markdown-preview-editor]">
             <state split_layout="SPLIT">
-              <first_editor relative-caret-position="445">
-                <caret line="47" column="22" selection-start-line="47" selection-start-column="22" selection-end-line="47" selection-end-column="22" />
+              <first_editor relative-caret-position="285">
+                <caret line="19" column="8" selection-start-line="19" selection-start-column="8" selection-end-line="19" selection-end-column="8" />
                 <folding />
               </first_editor>
               <second_editor />
@@ -115,8 +114,8 @@
         <option value="$PROJECT_DIR$/机器学习/支持向量机/支持向量机.md" />
         <option value="$PROJECT_DIR$/数据预处理/特征提取/数据变换.md" />
         <option value="$PROJECT_DIR$/机器学习/集成学习/GBDT.md" />
-        <option value="$PROJECT_DIR$/机器学习/集成学习/Xgboost.md" />
         <option value="$PROJECT_DIR$/README.md" />
+        <option value="$PROJECT_DIR$/机器学习/集成学习/Xgboost.md" />
       </list>
     </option>
   </component>
@@ -1408,20 +1407,20 @@
         </state>
       </provider>
     </entry>
-    <entry file="file://$PROJECT_DIR$/机器学习/集成学习/Xgboost.md">
-      <provider selected="true" editor-type-id="split-provider[text-editor;markdown-preview-editor]">
+    <entry file="file://$PROJECT_DIR$/README.md">
+      <provider editor-type-id="split-provider[text-editor;markdown-preview-editor]">
         <state split_layout="SPLIT">
-          <first_editor relative-caret-position="445">
-            <caret line="47" column="22" selection-start-line="47" selection-start-column="22" selection-end-line="47" selection-end-column="22" />
+          <first_editor relative-caret-position="0">
+            <caret line="0" column="0" selection-start-line="0" selection-start-column="0" selection-end-line="0" selection-end-column="0" />
             <folding />
           </first_editor>
           <second_editor />
         </state>
       </provider>
-      <provider editor-type-id="split-provider[text-editor;MarkdownPreviewEditor]">
+      <provider selected="true" editor-type-id="split-provider[text-editor;MarkdownPreviewEditor]">
         <state split_layout="SPLIT">
-          <first_editor relative-caret-position="0">
-            <caret line="0" column="0" selection-start-line="0" selection-start-column="0" selection-end-line="0" selection-end-column="0" />
+          <first_editor relative-caret-position="400">
+            <caret line="241" column="25" selection-start-line="241" selection-start-column="25" selection-end-line="241" selection-end-column="25" />
             <folding />
           </first_editor>
           <second_editor>
@@ -1430,20 +1429,20 @@
         </state>
       </provider>
     </entry>
-    <entry file="file://$PROJECT_DIR$/README.md">
-      <provider editor-type-id="split-provider[text-editor;markdown-preview-editor]">
+    <entry file="file://$PROJECT_DIR$/机器学习/集成学习/Xgboost.md">
+      <provider selected="true" editor-type-id="split-provider[text-editor;markdown-preview-editor]">
         <state split_layout="SPLIT">
-          <first_editor relative-caret-position="0">
-            <caret line="0" column="0" selection-start-line="0" selection-start-column="0" selection-end-line="0" selection-end-column="0" />
+          <first_editor relative-caret-position="285">
+            <caret line="19" column="8" selection-start-line="19" selection-start-column="8" selection-end-line="19" selection-end-column="8" />
             <folding />
           </first_editor>
           <second_editor />
         </state>
       </provider>
-      <provider selected="true" editor-type-id="split-provider[text-editor;MarkdownPreviewEditor]">
+      <provider editor-type-id="split-provider[text-editor;MarkdownPreviewEditor]">
         <state split_layout="SPLIT">
-          <first_editor relative-caret-position="400">
-            <caret line="241" column="25" selection-start-line="241" selection-start-column="25" selection-end-line="241" selection-end-column="25" />
+          <first_editor relative-caret-position="0">
+            <caret line="0" column="0" selection-start-line="0" selection-start-column="0" selection-end-line="0" selection-end-column="0" />
             <folding />
           </first_editor>
           <second_editor>
diff --git "a/\346\234\272\345\231\250\345\255\246\344\271\240/\351\233\206\346\210\220\345\255\246\344\271\240/Xgboost.md" "b/\346\234\272\345\231\250\345\255\246\344\271\240/\351\233\206\346\210\220\345\255\246\344\271\240/Xgboost.md"
index 109bc35..6b33291 100644
--- "a/\346\234\272\345\231\250\345\255\246\344\271\240/\351\233\206\346\210\220\345\255\246\344\271\240/Xgboost.md"
+++ "b/\346\234\272\345\231\250\345\255\246\344\271\240/\351\233\206\346\210\220\345\255\246\344\271\240/Xgboost.md"
@@ -10,10 +10,19 @@
     - 实现做了面向体系结构的优化，针对cache和内存做了性能优化
 
 # xgboost和gbdt的区别？
-- gbdt用的是cart回归树作为基模型，xgboost还可以用线性模型，加上天生的正则项，就是带L1和L2逻辑回归(分类)和线性回归(回归)
-- gbdt对loss是泰勒一阶展开，xgboost是泰勒二阶展开
-- gbdt没有在loss中带入结点个数和预测值的正则项
-- xgboost在对特征进行了分block预排序，使得在做特征分裂的时候，最终选增益最大的那个特征去做分裂，那么各个特征的增益计算就可以开多线程进行    
+- 模型优化上：
+    - 基模型的优化：
+        - - gbdt用的是cart回归树作为基模型，xgboost还可以用线性模型，加上天生的正则项，就是带L1和L2逻辑回归(分类)和线性回归(回归)
+    - 损失函数上的优化：
+        - gbdt对loss是泰勒一阶展开，xgboost是泰勒二阶展开
+        - gbdt没有在loss中带入结点个数和预测值的正则项
+    - 特征选择上的优化：
+        - 实现了一种分裂节点寻找的近似算法，用于加速和减小内存消耗，而不是gbdt的暴力搜索
+        - 节点分裂算法解决了缺失值方向的问题，gbdt则是沿用了cart的方法进行加权
+- 工程优化上：
+    - xgboost在对特征进行了分block预排序，使得在做特征分裂的时候，最终选增益最大的那个特征去做分裂，那么各个特征的增益计算就可以开多线程进行
+    - cache-aware, out-of-core computation
+    - 支持分布式计算可以运行在MPI，YARN上，得益于底层支持容错的分布式通信框架rabit
     
 # xgboost优化目标/损失函数改变成什么样？
 - 原始：![](https://tva1.sinaimg.cn/large/006y8mN6gy1g94mjezeisj307401fmx0.jpg)