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Advances in Gradient Boosting: the Power of Post-Processing

December 14, 10-11 a.m., PST

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Course Outline:

*         Gradient Boosting and Post-Processing:

o   What is missing from Gradient Boosting?

o   Why post-processing techniques are used?

*         Applications Benefiting from Post-Processing: Examples from a variety of industries.

o   Financial Services

o   Biomedical

o   Environmental

o   Manufacturing

o   Adserving

*         Typical Post-Processing Steps

*         Techniques:

o   Generalized Path Seeker (GPS): modern high-speed LASSO-style regularized  regression.

o   Importance Sampled Learning Ensembles (ISLE): identify and reweight  the most influential trees.

o   Rulefit: ISLE on "steroids."  Identify the most influential nodes and rules.

*         Case Study Example:

o   Output/Results without Post-Processing

o   Output/Results with Post-Processing

o   Demo

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