XGBoost在GBDT中的损失函数上面添加了正则化参数。
http://blog.csdn.net/a819825294/article/details/51206410
xgboost学习连接:
https://blog.csdn.net/a358463121/article/details/68617389
https://www.cnblogs.com/fisherinbox/p/6519910.html