add Dart booster (#1220)

This commit is contained in:
Yoshinori Nakano
2016-06-09 06:04:01 +09:00
committed by Tianqi Chen
parent e034fdf74c
commit 949d1e3027
3 changed files with 332 additions and 3 deletions

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@@ -13,7 +13,8 @@ In R-package, you can use .(dot) to replace under score in the parameters, for e
General Parameters
------------------
* booster [default=gbtree]
- which booster to use, can be gbtree or gblinear. gbtree uses tree based model while gblinear uses linear function.
- which booster to use, can be gbtree, gblinear or dart.
 gbtree and dart use tree based model while gblinear uses linear function.
* silent [default=0]
- 0 means printing running messages, 1 means silent mode.
* nthread [default to maximum number of threads available if not set]
@@ -74,6 +75,28 @@ Parameters for Tree Booster
* scale_pos_weight, [default=0]
- Control the balance of positive and negative weights, useful for unbalanced classes. A typical value to consider: sum(negative cases) / sum(positive cases) See [Parameters Tuning](how_to/param_tuning.md) for more discussion. Also see Higgs Kaggle competition demo for examples: [R](../demo/kaggle-higgs/higgs-train.R ), [py1](../demo/kaggle-higgs/higgs-numpy.py ), [py2](../demo/kaggle-higgs/higgs-cv.py ), [py3](../demo/guide-python/cross_validation.py)
Additional parameters for Dart Booster
--------------------------------------
* sample_type [default="uniform"]
- type of sampling algorithm.
- "uniform": dropped trees are selected uniformly.
- "weighted": dropped trees are selected in proportion to weight.
* normalize_type [default="tree]
- type of normalization algorithm.
- "tree": New trees have the same weight of each of dropped trees.
weight of new trees are learning_rate / (k + learnig_rate)
dropped trees are scaled by a factor of k / (k + learning_rate)
- "forest": New trees have the same weight of sum of dropped trees (forest).
weight of new trees are learning_rate / (1 + learning_rate)
dropped trees are scaled by a factor of 1 / (1 + learning_rate)
* rate_drop [default=0.0]
- dropout rate.
- range: [0.0, 1.0]
* skip_drop [default=0.0]
- probability of skip dropout.
If a dropout is skipped, new trees are added in the same manner as gbtree.
- range: [0.0, 1.0]
Parameters for Linear Booster
-----------------------------
* lambda [default=0]