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ThrunGroup / FastForest

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Why do we multiply point loss by Hessian in XGBoost? #18

Open motiwari opened 2 years ago

motiwari commented 2 years ago

I don't really understand Step 2.2 of https://en.wikipedia.org/wiki/XGBoost#The_algorithm.

The answer seems to be in Eqn 3 of the original paper, and I'll need to look at it more closely to convince myself

motiwari commented 2 years ago

@RyanK0902 can you answer this with your newfound knowledge of boosting?