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Gradient Boosting Machine in III Acts: Trevor Hastie, Netflix & 0xdata

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By H2O.ai Team | minute read | September 25, 2013

Category: Uncategorized
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Gradient Boosting Machine in III Acts: Dr. Trevor Hastie, Netflix & 0xdata. Triple Header on Boosting & GBM: 
Act I: Trevor Hastie, Of Stanford Mathematical Sciences, the mathematician behind Lasso & GBM speaks of the nuances of the Algorithm.
Act II: Cliff Click, CTO of 0xdata, the implementor of parallel and distributed GBM.
Act III: Antonio Molins, Data Scientist at Netflix, who uses GBM in his practice of data science  for Marketing Algorithmic Models.
Boosting is a simple strategy that produces dramatic improvement in prediction performance. It works by sequentially applying a Classification  Algorithm to reweighted versions of training data and taking the weighted majority vote of the sequence of classifiers  produced.

“In the last 10 years my colleagues and I have been drawn into the machine learning domain, probably after the lure of neural networks. This has led us to offer a statistical perspective on novel and popular techniques arising outside of statistics, such as boosting and support-vector machines. This culminated in our 2001 book “Elements of Statistical Learning”, but the interest continues.”
-Trevor Hastie, http://www.stanford.edu/~hastie

GBM Implementation:

H2O https://github.com/0xdata/h2o/tree/master/src/main/java/hex/gbm
R: http://cran.r-project.org/web/packages/gbm/gbm.pdf

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H2O.ai Team

At H2O.ai, democratizing AI isn’t just an idea. It’s a movement. And that means that it requires action. We started out as a group of like minded individuals in the open source community, collectively driven by the idea that there should be freedom around the creation and use of AI.

Today we have evolved into a global company built by people from a variety of different backgrounds and skill sets, all driven to be part of something greater than ourselves. Our partnerships now extend beyond the open-source community to include business customers, academia, and non-profit organizations.