Question: Derive the gradient-tree-boosting procedure for regression problems when the following loss functionals are used: a. The least absolute deviation: l ???? Fx, y = y

Derive the gradient-tree-boosting procedure for regression problems when the following loss functionals are used:

a. The least absolute deviation:

l

????

F¹xº, y

=

y ???? F¹xº

.

b. The Huber loss:

I(F(x), y) = (y-F(x)) 6ly- F(x) if y- F(x)|6 otherwise.

I(F(x), y) = (y-F(x)) 6ly- F(x) if y- F(x)|6 otherwise.

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