SimpleGradientBoost

This is Simple GradientBoost implementing.

I deliberately added comments for anyone to understand code well.

I refered YOUTUBE,
StatQuest with Josh Starmer : Gradient Boost Part 1 (of 4): Regression Main Ideas
StatQuest with Josh Starmer : Gradient Boost Part 2 (of 4): Regression Details
StatQuest with Josh Starmer : Gradient Boost Part 3 (of 4): Classification
StatQuest with Josh Starmer : Gradient Boost Part 4 (of 4): Classification Details

Abstract

I made GradientBoostingRegressor algorithm after studying it.
To understand it, Refer upper youtube link! My code is just implementing logic introduced in that.
A GradientBoostingRegressor contains numerous weak regressors based on tree. So I used sklearn.tree.DecisionTreeRegressor.
( I think that implementing DecisionTreeRegressor is much harder than implementing GradientBoostingRegressor.
I'll implement DecisionTree later... )

Usage

1. The code of my custom GradientBoost algorithm is in algorithm.py
2. To run and To test my GradientBoost algorithm, Run run_it_testAlgorithm.py s.t runs and compares it with sklearn.ensemble.GradientBoostingRegressor