Learns Gradient Boosted Trees with the objective of regression. The algorithm uses very shallow regression trees and a special form of boosting to build an ensemble of trees. The implementation follows the algorithm in section 4.4 of the paper "Greedy Function Approximation: A Gradient Boosting Machine" by Jerome H. Friedman (1999). For more information you can also take a look at this.
This node allows to perform row sampling (bagging) and attribute sampling (attribute bagging) similar to the random forest* and tree ensemble nodes. If sampling is used this is usually referred to as Stochastic Gradient Boosted Trees. The respective settings can be found in the Advanced Options tab.
Select the attributes on which the model should be learned. You can choose from two modes.
Fingerprint attribute Uses a fingerprint/vector (bit, byte and double are possible) column to learn the model by treating each entry of the vector as separate attribute (e.g. a bit vector of length 1024 is expanded into 1024 binary attributes). The node requires all vectors to be of the same length.
Column attributes Uses ordinary columns in your table (e.g. String, Double, Integer, etc.) as attributes to learn the model on. The dialog allows to select the columns manually (by moving them to the right panel) or via a wildcard/regex selection (all columns whose names match the wildcard/regex are used for learning). In case of manual selection, the behavior for new columns (i.e. that are not available at the time you configure the node) can be specified as either Enforce exclusion (new columns are excluded and therefore not used for learning) or Enforce inclusion (new columns are included and therefore used for learning).
All columns (no sampling) Each sample consists of all columns which corresponds to no sampling at all.
Sample (square root) Use the square root of the total number of attributes as sample size. This method is typically used in random forests.
Sample (linear fraction) Use the specified linear fraction of the total number of attributes as sample size. A linear fraction of 0.5 corresponds to using 50% of all attributes.
Sample (absolute value) Use the specified number as sample size.
Use same set of attributes for each tree With this option the attributes are sampled per tree. That means that we draw an attribute sample and use it to learn an individual tree so every node of this tree sees the same attributes.
Use different set of attributes for each tree node This strategy draws a new attribute sample per tree node. A random forest typically uses this strategy to make the trees more diverse. (Note that diversity is not important for gradient boosted trees so the effect won't be as large)
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