Gradient Boosted Regression Trees 2 Regularization GBRT provide three knobs to control overfitting: tree structure, shrinkage, and randomization. Tree Structure The depth of the individual trees is one aspect of model complexity. The depth of the t…
https://www.quora.com/Why-do-people-use-gradient-boosted-decision-trees-to-do-feature-transform Why is linearity/non-linearity important?Most of our classification models try to find a single line that separates the two sets of point. I say that they…