The GRADBOOST Procedure
References
Chen, T., and Guestrin, C. (2016). “XGBoost: A Scalable Tree Boosting System.” In Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, 785–794. New York: ACM.
Dai, W., Yang, Q., Xue, G.-R., and Yu, Y. (2007). “Boosting for Transfer Learning.” In Proceedings of the 24th International Conference on Machine Learning. Corvallis, OR: ACM.
Friedman, J. H. (2001). “Greedy Function Approximation: A Gradient Boosting Machine.” Annals of Statistics 29:1189–1232.
Hastie, T. J., Tibshirani, R. J., and Friedman, J. H. (2001). The Elements of Statistical Learning: Data Mining, Inference, and Prediction. New York: Springer-Verlag.
Van der Laan, M. J. (2006). “Statistical Inference for Variable Importance.” International Journal of Biostatistics 2:1–31. Article 2.