1 code implementation • 18 May 2023 • Zheyu Zhang, Tianping Zhang, Jian Li
To this end, we provide a fine-grained analysis of bias in GBDT and demonstrate that the bias originates from 1) the systematic bias in the gain estimation of each split and 2) the bias in the split finding algorithm resulting from the use of the same data to evaluate the split improvement and determine the best split.
1 code implementation • 16 May 2023 • Tianping Zhang, Shaowen Wang, Shuicheng Yan, Jian Li, Qian Liu
Recently, the topic of table pre-training has attracted considerable research interest.
2 code implementations • 22 Nov 2022 • Tianping Zhang, Zheyu Zhang, Zhiyuan Fan, Haoyan Luo, Fengyuan Liu, Qian Liu, Wei Cao, Jian Li
In the two competitions, features generated by OpenFE with a simple baseline model can beat 99. 3% and 99. 6% data science teams respectively.
no code implementations • 4 Jul 2022 • Tianping Zhang, Yizhuo Zhang, Wei Cao, Jiang Bian, Xiaohan Yi, Shun Zheng, Jian Li
It uses less than 5% FLOPS compared with previous SOTA methods on the largest benchmark dataset.
no code implementations • 9 Feb 2020 • Tianping Zhang, Yuanqi Li, Yifei Jin, Jian Li
The multi-factor model is a widely used model in quantitative investment.