Gradient boosting technique has been supported in MATLAB since R2011a.
Implementations of the gradient boosting technique in MATLAB are:
- AdaBoostM1, GentleBoost and LogitBoost in ‘fitcensemble’ for classification
- LSBoost in ‘fitrensemble’ for regression.
MATLAB supports Gradient Boosting for specific forms of loss functions:
- Mean squared error (MSE) through the 'LSBoost' method.
- Exponential loss through 'AdaBoostM1' and 'GentleBoost' methods.
- Binomial deviance through the 'LogitBoost' method.
For additional information, kindly refer to the below links:
fitrensemble:
fitcensemble:
