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Last active July 4, 2023 05:45
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Post Process RF Using Lasso

From Friedman and Popescu (2003).

You can use the LASSO to post-process a tree ensemble to produce a smaller model without sacrificing much in the way of accuracy, and in some cases, improving it. It is especially useful for selecting on noisy trees learned on small amounts of data. See imbs-hl/ranger#568.

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