Search Results for author: Matthew Welch

Found 2 papers, 0 papers with code

A Robust Hypothesis Test for Tree Ensemble Pruning

no code implementations24 Jan 2023 Daniel de Marchi, Matthew Welch, Michael Kosorok

In this paper we develop and present a novel theoretically justified hypothesis test of split quality for gradient boosted tree ensembles and demonstrate that using this method instead of the common penalty terms leads to a significant reduction in out of sample loss.

Ensemble Pruning

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