Skip to content

Instantly share code, notes, and snippets.

@soodoku
Last active July 4, 2023 05:45
Show Gist options
  • Save soodoku/930a8339222a0b33132167968cdcc3a6 to your computer and use it in GitHub Desktop.
Save soodoku/930a8339222a0b33132167968cdcc3a6 to your computer and use it in GitHub Desktop.
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.

Display the source blob
Display the rendered blob
Raw
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
Display the source blob
Display the rendered blob
Raw
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment