Update Part 4 Boosting (Adaboost, GB, SGB)

Author: sandipanpaul21

Part 4 Boosting (Adaboost, GB, SGB)

@@ -31,3 +31,30 @@ adb_clf_roc_auc_score = roc_auc_score(y_test, y_pred_proba)
 # Print adb_clf_roc_auc_score
 print('ROC AUC score: {:.2f}'.format(adb_clf_roc_auc_score))
 
+
+# Gradient Boosting in sklearn
+# Import models and utility functions
+from sklearn.ensemble import GradientBoostingRegressor
+from sklearn.model_selection import train_test_split
+from sklearn.metrics import mean_squared_error as MSE
+
+# Set seed for reproducibility
+SEED = 1
+
+# Split dataset into 70% train and 30% test
+X_train, X_test, y_train, y_test = train_test_split(X,y,test_size=0.3,random_state=SEED)
+
+# Instantiate a GradientBoostingRegressor 'gbt'
+gbt = GradientBoostingRegressor(n_estimators=300, max_depth=1, random_state=SEED)
+
+# Fit 'gbt' to the training set
+gbt.fit(X_train, y_train)
+
+# Predict the test set labels
+y_pred = gbt.predict(X_test)
+
+# Evaluate the test set RMSE
+rmse_test = MSE(y_test, y_pred)**(1/2)
+
+# Print the test set RMSE
+print('Test set RMSE: {:.2f}'.format(rmse_test))