GBDT XGBOOST

GBDT原理及利用GBDT构造新的特征-Python实现

http://blog.csdn.net/shine19930820/article/details/71713680

很好的博客

https://zwang1986.github.io/2016/04/24/%E5%A6%82%E4%BD%95%E7%94%A8%E5%A5%BDgbdt%EF%BC%88gradient_boosted_regression_trees%EF%BC%89/

GBDT with randomforest

First fit an ensemble of trees (totally random trees, a random forest, or gradient boosted trees) on the training set. Then each leaf of each tree in the ensemble is assigned a fixed arbitrary feature index in a new feature space. These leaf indices are then encoded in a one-hot fashion.

http://scikit-learn.org/stable/auto_examples/ensemble/plot_feature_transformation.html#example-ensemble-plot-feature-transformation-py