GBDT回归实战完全总结(二)

第二部分：sklearn分类实例

（一）、实例一：Gradient Boosting regression

Demonstrate Gradient Boosting on the Boston housing dataset.

This example fits a Gradient Boosting model with least squares loss and 500 regression trees of depth 4.

来源：点击打开链接

# Author: Peter Prettenhofer 
#
# License: BSD 3 clause

import numpy as np
import matplotlib.pyplot as plt

from sklearn import ensemble
from sklearn import datasets
from sklearn.utils import shuffle
from sklearn.metrics import mean_squared_error

# #############################################################################
# Load data
boston = datasets.load_boston()
X, y = shuffle(boston.data, boston.target, random_stat