i've been studying gradient boosting so realize the pure algorithm requires a function F/model to get boosted.What is the explicit F on gradient boosting trees? enter image description here

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    $\begingroup$ it is not (theoreticaly) necessary for $F$ to have a closed-form formula. Gradient can be numericaly computed $\endgroup$
    – Nikos M.
    Jan 15, 2021 at 16:09
  • $\begingroup$ gnosisda.gr/wp-content/uploads/2020/07/… $\endgroup$
    – Nikos M.
    Jan 15, 2021 at 16:12
  • $\begingroup$ Nikos M. even though it isn't necessary for F to have a closed formula, Can I express the functional form as sum of indicator terms and work to that? $\endgroup$
    – Nyut Nyuka
    Feb 4, 2021 at 0:33

1 Answer 1


It can be expressed as a linear combination of indicators, where the weights are the training averages on each partition of the space, and the indicator is the indicator for that partition.

Having said that, I haven't come across any software that automatically does it for you. I also think the analytic expressions might become very large when dealing with moderately wide trees.


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