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Tree Ensembles (Stochastic Gradient Boosting) and Classification and Regression Trees: A Winning Combination

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Course Outline

I. Classification and Regression Trees Pros/Cons

II. Stochastic Gradient Boosting: a promising way to overcome the shortcomings of a single tree

III.  Introducing Stochastic Gradient Boosting, a powerful modern ensemble of boosted trees

          A.             Methodology

          B.             Reporting

          C.             Interpretability

          D.             Post-processing

          E.             Interaction Detection

IV. Advantages of using both Classification and Regression Trees and Tree Ensembles