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by _pastel
1419 days ago
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It's baffling to me how little research attention there has been to improving tree-based methods, considering their effectiveness. For example, LightGBM and XGBoost allow some regularization terms, but the variance/bias is still mostly controlled by globally setting the max depth and max node count (and then parameter searching to find good settings). Surely there must be more powerful and sophisticated ways of deciding when to stop building each tree than counting the number of nodes? If this was neural nets there would be a hundred competing papers proposing different methods and arguing over their strengths and weaknesses. I'm not sure whether the problem is that neural nets are just fundamentally more sexy, or that in order to make SOTA improvements in GBMs you need to dive into some gnarly C++. Probably both. |
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