Data Mining For Statisticians Part 6
The last video in this series goes over stochastic gradient boosting, or TreeNet. It is also referred to as Multiple Additive Regression Trees. It begins with an introduction to the concept of loss functions, an integral part of the TreeNet methodology. We then go through an overview of the TreeNet algorithm without delving into too much detail. A TreeNet model is set up and run. We observe the results then run another model, pushing the performance and comparing the two models. We explore the variable dependence plots produced by TreeNet. We finish by noting the strengths of TreeNet and how utilizing data mining tools can give you an advantage over conventional modeling.
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