Advances in Gradient Boosting: the Power of Post-Processing
December 14 | 10-11am PT, 1-2 pm ET
- Gradient Boosting and Post-Processing:
- What is missing from Gradient Boosting?
- Why post-processing techniques are used?
- Applications Benefiting from Post-Processing: Examples from a variety of industries.
- Financial Services
- Typical Post-Processing Steps
- Generalized Path Seeker (GPS): modern high-speed LASSO-style regularized regression.
- Importance Sampled Learning Ensembles (ISLE): identify and reweight the most influential trees.
- Rulefit: ISLE on "steroids." Identify the most influential nodes and rules.
- Case Study Example:
- Output/Results without Post-Processing
- Output/Results with Post-Processing
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