Feature Importance in Gradient Boosting Trees with Cross-Validation Feature Selection

Gradient Boosting Machines (GBM) are among the go-to algorithms on tabular data, which produce state-of-the-art results in many prediction tasks. Despite its popularity, the GBM framework suffers from a fundamental flaw in its base learners. Specifically, most implementations utilize decision trees...

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Bibliographic Details
Main Authors: Afek Ilay Adler, Amichai Painsky
Format: Article
Language:English
Published: MDPI AG 2022-05-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/24/5/687