Gradient boosting with vector-valued leafs

Gradient boosting in the form of decision tree ensembles has successfully been applied to a variety of problems using simple objective functions based on log-likelihoods of a single variable.

Gradient boosting in the form of decision tree ensembles has successfully been applied to a variety of problems using simple objective functions based on log-likelihoods of a single variable. The concept extends naturally to objective functions operating on vectors - for…