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Advanced Ensemble Methods

Topic: Ensemble Methods

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Advanced Ensemble Techniques

More sophisticated ensemble approaches.

Gradient Boosting Algorithms

XGBoost: regularized objective, tree pruning. LightGBM: histogram-based, GOSS sampling.

CatBoost: ordered target encoding. All implement gradient boosting with improvements.

Hyperparameter Tuning

n_estimators: more trees, better performance. learning_rate: lower needs more trees.

max_depth: deeper trees, more complex. subsample: row sampling prevents overfitting.

Feature Importance

Gain-based: improvement from splits. Cover-based: samples affected. SHAP-based: consistent feature importance.

Key Takeaways

  1. XGBoost, LightGBM, CatBoost are advanced boosters
  2. Key: n_estimators, learning_rate, max_depth
  3. Multiple importance types available

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